I'm not familiar with this machine...if it's a modern enough machine it may have plastic gears which have stripped. You might have a belt broken or missing...could be a lot of different things! Some major, some minor.
You say when you turn the wheel it won't budge - is it the needle that won't budge or is it the wheel that won't budge? If the wheel moves but the needle doesn't, it might be as simple as it's disengaged to wind a bobbin - have you tried tightening the clutch? (Or free motion knob...it's called different things)
Do you have the manual? Does it have any troubleshooting tips?
If you're brave you can open the machine up yourself and have a look around inside and see what you can find, but if you've never worked on a machine before and you'd be upset if you ruined this one, I'd say take it to an expert. Some things are tricky to put back on if you don't know what you're doing, so use caution!