The fan for the furnace does not come on at all.
When the thermostat calls for heat, the first thing that should happen is that the furnace blower runs for about 25 seconds, pushing cold air out the vents. If that never happened, you might be operating the wrong thermostat. Or there might be a blown fuse.
When checking the fuse, you fuse box may have LEDs next to each fuse. A blown fuse will cause the LED to illuminate if there's a load on the circuit. So if you cycle the thermostat to OFF and back to HEAT, you have about 25 seconds to look for an LED that's lit, indicating a blown fuse.
Alternatively, you can check the fuse by pulling it for visual examination. That's not always reliable; checking with a meter is better.