Why won't my cherry tree get leaves?

Sorry to be blunt, but It's mid summer, August 1st, and a decidious tree with no leaves and no sign of life is probably way dead, especially if the twigs are brittle and 'snap' when you break them, and the new leaf buds are crispy and dry. It sounds like you may have planted it 'bareroot' if it had no leaves when you got it. It was probably dead or dying when you planted it and should have been planted by early Spring. You may be able to return it! Some places (like Lowe's) actually guarantee their plants.

Trees will often go into schock after transplanting but after two months some kind of vegetative growth should have shown itself by now. Check the young bark. Scrape it. If the skin under the bark is still green, the tree is still alive. If it's brown or grey the tree is dead.

Cherry trees don't like excessive heat at all. Perhaps it suffered for two months in a dry, hot spot?

Are any other trees around it healthy?

If the tree is dead pull it out and check its roots. Are the roots intact? Do you see any damage? If there are no roots at all then the tree died from a burrowing animal that ate the roots...or it died from a soil-borne disease that attacked the root ball.