There are a few things that can cause it not to work.
Where I'd start first is getting a mutimeter and test if you have power at the plug on the fan. If you have power there your fan is bad, if not then check the fuses with the multimeter, I can't remember which fuse box it's on, but I just test all the fuses. It's not as common for the relay to go as it is for the blower resistor, which is hidden under the dash behind the glove box. I'll try and find a picture of the resistor itself and the location to help you out
picture of resistor