Does the fan work on any setting at all? If it does then its probably either the relay or the fan switch. If not, start with the simple stuff, the fuse especially. The relay is a cheap (<$10) and simple swap. The fan motor is pretty easy to do, too, if it comes to that. The fan switch is a little more complicated, pull the control box from the dash and replace that switch inside the box.
You should also check the ground wire to the blower motor, pull that slip connector off and emory-paper off the rust and dirt and reconnect it. If its not contacting then the fan won't work no matter what.