In cases like this, I will start by looking at overall performance. Here are sort of the high level things I do

1) Check overall CPU.

2) If CPU is good check for blocking

3) If no blocking, check the active processes(spids)

Again...this is very high level and from each one you can obviously start digging in. However, I would get more information from the developer as to what the app is doing(my luck is they usually don't know). How long it's been slow...did they change anything?

Typically once I get past those three things above and if there isn't really any activity from that application, I can at least tell them I don't see them doing much work.

Obviously, if they can get you the query that is running slow, that is extremely helpful.