There were 2 wires 1 red and 1 white so I installed the red to rh and white 2 w what else can I try

Are you saying after installing red to rh and white to w its not working? Did you turn off the breaker to furnace before attempting the change out?if not you may have blown your transformer, it sometimes only takes a very small spark to do the damage.

I didn't notice a spark where is the transformer located and how do I know if it is fried

You may have a fuse on the control board, or inline on the low voltage side of the transformer. Check there first. Your transformer will be located in the furance, so will the control board if your unit has one.

Please tell us what type of furnace or boiler you have and then the exact stat you are installing. They are not all interchangeable.

Hi

That stat need 20Vac-30Vac to work
Need to check the voltage between the wires
If the voltage is less than 20Vac or if there is no voltage need to work with a professional
The wiring is correct,it should be in Rh and W.