I'll bet it is an oil-less pump attached to the [other] end of
the motor. You can make your own unloader line out of
brake piping of the right size, get a pressure switch w/
unloader on from Amazon, or Ebay for as little as $5 to $10.
Go to the big box and really look at what a compressor
has on it, and how it is put together, then go home and
hope that the compressor will pump up to stated pressure,
or find out if it is a burnt out hunk of junk. Next time round,
make sure the machine runs and shuts off then starts as
advertised before plunking down yer "hard earned/easily spent."
Good luck
Uncle Bob