Now I’ve seen everything. The specifications show NO detail about the included charger. I’ll assume that the cassette adaptor is the usable component in the kit.
I looked at the photographs, but the output of the charger looks like it an 800mA DC-DC selectable converter. Does it have a USB socket for the output cable? If so, be very sure that the voltage is set to 5 volts ONLY.
Operate the Fuze alone, with your headphones, to verify that the player is OK.
With the cassette adaptor, many of these devices are designed to operate in one “direction” optimally, so try using the “reverse side” function on your casette deck, or invert the adaptor. If you have no audio, the deck’s head may not be aligned with the adaptor’s head.