Unless you've got a relay in there, one wire is live from switch or battery, the other goes to the push button and the horn won't work till that's pressed to make the circuit. Ie the live is always connected and the button makes the earth. Easiest test - just connect one wire to each terminal of a battery. 12v is good - if there's life that'll usually jar it into making some plaintive yowl. If it doesn't, try turning the adjustment screw on the back of the thing (sometimes inside, depending on what you've got) a tiny bit in either direction - it might work. If it still doesn't, take it apart and clean the trembler contacts, reassemble and mess with the adjuster screw again (they're pretty sensitive). The coils are tough as old boots and it takes a lot to bust them - which is why a lot of so-called 6v horns are giving blaringly good service while being zapped by 12v batteries. The windings are very chunky.
If there's a relay on the circuit (which is nice as the live isn't permanently connected), one horn wire will be connected to the frame (the earth), and the push button sends battery power to the relay, which closes and sends the ooomph onwards to the horn. But you can test the horn just the same, direct from a battery if you want.