Hello Ron,
Firstly has the aerial actually been connected to the radio? It is possible that the manufacture missed plugging it in.
Also check with your instructions, but some caravans are fitted with 'Active' aerials, which need to switched on.
There have been several reports on this forum where members have had trouble with television reception with some models of aerial, perhaps you have one of those which also acts as a radio aerial.
a further technical problem can be to do with the 12V power supply connection to the radio.
In all modern cars, they use the body and metal parts of the car as the -ve return to the battery. This means that the whole body of the car forms a 'ground plane' The radio aerial works best if the panel in which it mounted is a ground plane.
In a caravan the manufactures cannot rely on all of the body panels actually making an electrical contact with each other so they usually provide a wire directly back to the battery -ve.
Depending on the type of aerial fitted, it may help to have the outer braided conductor of the aerial wire make a good contact with the metal of the skin where the aerial is mounted.
If you are not sure or how to proceed then it is wisest to refer the problem either to a caravan service depot or an auto electrician to diagnose and resolve.