Well first of all check that the connector is actually plugged in on the backplane!
If it is then the quick way to find out if it's the fan or the board is to plug another fan in and see if that works, if you don't have another one to hand then you can use the front fan, the connector is the same and they're not that hard to remove and swap.
The other option is get a multimeter on the outputs to see if anything actually coming form the connector but that's tricky as there's not really room to do it without making a dummy connector lead and trailing that out past the CPU...