Do you mean that the needle won't move side to side, or that it won't form a stitch when in a zig-zag stitch?
There's double knob on the right, upper front of the machine. The inside knob changes the needle position and the outside knob changes the width. You have to move the stitch width knob higher than zero to get a zig-zag. Also, the 2 stitch selector levers on top of the machine should both be pulled forward, towards the front of the machine. One other thing that can throw you off is the button hole system, which it the knob in the center, right. Make sure it's marked line is pointing straight up.
Please let me know how I can help. That 830 is my favorite mechanical machine!