I assume you have a regular outdoor hose bib, or, if you live in a frost region, a through the wall sill-cock. Your valve is corroded or blocked with debris and has seized up. The valve needs to be disassembled, cleaned and refitted with new gaskets and packing, or simply replaced with a new valve. This is easy to do if you understand how the valve is built. You need to be able to shut off the water going to the valve to work on it. If you don’t understand how the valve works, you are liable to break it, so get someone who knows to help you or do the job himself.