I cant hear any am/fm station

TO PROGRAM THE MEMORY BUTTONS
Ten FM and five AM radio stations may be independently set. After programming the buttons,
pressing 1, 2, 3, 4 or 5 will instantly change the frequency to the preset station.
1. Turn power on.
2. Set the radio to desired station (see Tune or Seek Function).
3. Press and hold one of the desired memory buttons (F). The station setting begins flashing in
the LCD display (G). Continue to hold the button down until the flashing stops. The memory
button is now set.
4. Repeat steps 2 and 3 to set the other memory buttons.
Please see the attached images for the figure options.

Hopefully you have a remote control for this unit. There is a FM select button. It's to turn on the FM modulator. When you press the button it will select different radio stations on the FM band. Once you select a station on the DVD, tune your vehicle radio station to the same and you will be able to hear the sound. Use this system to select the station with the best reception and less interference.
If no remote is available, there may be a FM button on the DVD player to perform the same function.

This was already answered on another post - http://www.fixya.com/support/t5415241-set_radio_stations

Use the seek button to scroll the radio stations. Once you find a radio station you like push the corresponding button for which you want it to remember. Hold the button down until you hear a little beep and you should see the P with the corresponding number you pressed.

Press the source button to select fm, press and hold BTM button until Btm flashes. This will automatically store stations for you. Page 8 in this users guide covers same as well as manually setting stations. You do have the antena connected?
http://www.docs.sony.com/release/CDXGT20W_200.pdf

check you attenna connection otherwise it has lost it's ability to seek and stop

MIght be an antena problem. Cheapest a quickest way to find out if the problem, your local autoparts store will sell a cheap replacement antena. Pull out stereo use this antena to check if more stations are picked up or use speaker wire about a foot or so in lenght and stick the wire in the antena port of the radio and see if you pick up stations, if so then your antena needs replacing.

Here is how to manually tune your radio.
1 Press the SOURCE button until a radio
frequency appears in the display.
2 Press the BAND button repeatedly until the
desired radio band is displayed.
Each press changes the band:
→ F1(FM1) → F2(FM2) → AM
3 Press the TUNE button repeatedly until "DX
SEEK" and "SEEK" disappear from the display.
NOTE
The initial mode is DX SEEK.
4 Press the g DN or f UP button to move
downward or upward one step respectively until
the desired station frequency is displayed.
NOTE
The ST indicator or STEREO indicator appears on the
display when a Stereo FM station is tuned in


You can also look at your manual here for any other ? you might have
http://akamaipix.crutchfield.com/Manuals/500/500CDM7874.PDF

Yep, you'll see a Play/Pause button. Just press that until it says DX Seek (or Seek if you want to skip over stations that are slightly farther away). Then press your tune buttons! If it still doesn't work while in DX or DX Seek mode, then hold the tune button for a second. It'll beep and start scanning to the next one!

press and hold left/right functions.

I'm not completely certain about yours, but on most Sony decks you can get to a manual tuning mode by pressing and holding the seek buttons. In other words, if you press and release the tuning button, it will automatically jump to the next channel. If you press and hold the button for a second, it should beep and possibly start flashing an "M" on the screen. After that, it should stop scanning when you release the button, without jumping to the next station.