I am not a sewing machine expert. As far as I know all sewing machines have a reverse "gear" for sewing in both directions and most commonly was a linkage that reversed the direction of the cloth feed dog.
The old hand or treadle operated machines could be reversed simply by the operator turning the handle in reverse...

I know nothing about modern sewing machines but I wouldn't be surprised to discover the traditional AC motor and rheostat has been replaced by a reversible DC motor with electronic speed control as is currently fashionable with everything from cordless drills to washing machines. If this is the case, reverse "gear" would be by a switch reversing the polarity of the current supplied to the motor.

I think you need to do a little research to discover how your machine should work before you begin asking why it doesn't work.