How are you trying to turn it? By hand? No, it won't turn by hand. Use a spanner or gently with a pair of pliers. To determine which way to turn it, turn the propeller CW (forward). If it clicks, the box is in forward, if it 'free-wheels' the box is in neutral, if it locks, the box is in reverse... Just be aware that in forward the shaft can turn quite a lot. Get it back to neutral and try putting the box back on the engine...
CW (on the shift shaft) will move the box toward forward. So I would turn it CCW (while turning the prop) until I know it's in reverse, then one 'click' CW to neutral...
Chris........