If your pool setting is missing or incorrect, it will not hash, so the fan will not run (as it the temp will stay low, no reason for the fan to turn). Check if it's hashing through the web gui (status, Miner Status). It takes a while to start hashing from a cold start, so be patient.
Read the guides such as
https://bitcointalk.org/index.php?topic=355387, it's just a bit more involved than turning the power switch on:)
Good luck