You need to establish an number of things.
Firstly is the battery charged, If its fully charged it should have a terminal voltage of about 12.8V if its below 12.2V it is not properly charged or it is faulty.
Before connecting or disconnecting a 12V battery make sure all 12V systems are turned OFF. In a caravan you should NOT get a spark! If you do get a spark it means something is still turned on.
It very important that when removing or connecting the battery to the caravan, ensure you do not accidentally cause the battery terminals to be shorted on any metal parts of the caravan. It is also important to observe the connectors polarity matches.
If you connect the battery the wrong way round, you will almost certainly blow the battery fuse (typically a 20A fuse) which is usually fitted in line with the Positive wire close to the battery, just inside the caravan.
If you are not confident with using a multimeter, then you should find someone who is to check thimgs out.