I had the same problem. The brass fitting in the photo is a quick disconnect for a special shower hose. It has an automatic shut off so when you disconnect hose the water shuts off. I don't know why you need that when the valves are right there. Any way the previous owner lost the proper hose so I removed the valve and now have water. Just unscrew it and stand back.
.
I seem to recall that it is a 1/2 " NPT so I think I went to hardware store and got a 1/2" Male NPT to garden hose fitting.
Another possibility is that someone may have bypassed or disconnected the pipes/hoses inside.
BTW, after fixing it, I have never used it.
__________________