I believe that there is a fuse in the front fuse panel that supplies power to the OnBoard Diagnostic (OBD) connector. I think it is fuse 27, but don't take my word for it - there is a list of fuses, fuse locations, and what the fuses are for in the back of your owner manual. Just look in the index of the owner manual for the word 'fuse' and you will find the page number that contains the list.
I think that if no power is supplied to the pin on the OBD connector that is supposed to have power, the diagnostic tool will not work.
It is also possible that you may have another more complex electrical problem that relates to the immobilizer in the vehicle. If you have seen any evidence that that might be the case, then press and hold the brake pedal for 20 seconds. That will then supply power to the OBD connector.