No it should work out of the box assuming its all connected correctly so a photo would be helpful (unless you are certain you have it all correct) Its also a good idea to try connect a monitor directly to camera to make sure its the camera thats the fault. Also have you connected the OSD joystick and changed any settings? If you connect that are you able to use the OSD menu? Also how are you powering it? Via 5v, or 12v..?
So many questions but if none of that works then its liekly to be a faulty camera so if you got it from us we will replace it for you. Just send a return request once you log into your account on our shop.