It definitely should zig and zag. That 12345 slider across the top is almost certainly the width control. Sliding it to the right should make a zig zag, though I don't know what the 2 round knobs to the left are.
If you move it to the right and it doesn't make a zig zag, there's probably more gummed up inside you need to find. DON'T force that slider if it doesn't move easily. Figure out why it's stuck. It's a rewarding task to make it sew again.