[Arran]

There isn't much on some of the shortwave bands, especially the old police band from the 1930s, but there should still be some noise coming through. If the set hasn't had the old paper caps and drifted resistors replaced that may be why nothing is happening, alternatively it could be some bad mica caps in the oscillator section. Hopefully it wasn't sabotaged during the war, that could range from simply shorting out the short wave coils, to clipping a few leads, to messing with the band switch.
Regards
Arran