Weeping Cherry Tree Has No Leaves

It probably is dead. If there are no buds on the branches its gone. Typically this kind of tree (ie weeping variety) is grafted onto a parent stock -- and the shoots coming from the base will be that parent stock and will not have the weeping habit. The parent tree may not be a cherry (although most likely) -- it could also be another member of the cherry or Prunus family.
If you only bought it two months ago, and from a reputable nursery they should be willing to exchange it or give you a credit. Most nurseries give a 1 year guarantee. Good Luck