Assuming it's an ATX mobo, it's difficult to be specific. Presumably it did work at some stage, and it suddenly stopped operating. Any idea what prompted this?
You can presumably check that power is actually available into the PSU, e.g. change power lead for known good one. Try disconnecting the power connectors from all drives, and also the ribbon (data) cables. Any joy?
Try removing the memory and CPU from the mobo, any cards (video etc) that may be plugged in, and then disconnect the keyboard and mouse. You should now literally have nothing else attached to the mobo. If the PSU fan still doesn't run, then the chances are it's the PSU that's failed.
Do the next step at your peril! WARNING! Power supplies even when disconnected can harbour dangerous high voltages. If you really want to delve into it further, then inside the PSU there will be a fuse (probably 5 Amp), which is usually soldered directly onto the pcb. A visual check on the fuse will probably confirm if it's blown or not. I've usually found that if this fuse has blown, then it's not worth trying to replace it, as other components have invariably been stressed or damaged. One simple external test you can carry out, is to put the test prods of an analogue multimeter set to the OHMS range, across the mains input (L and N) terminals of the PSU. If the meter momentarily reads a few thousand ohms then quickly climbs back to 50k to 100Kohms or more, then at least the rectifiers are probably ok!
That's about it - substitution is the only other answer.
Good luck!
ROGER - GØAOZ.