First, color codes of wires. That is a standard computer case "4-pin" fan. You only need to use TWO of its wires. The most common coding is: Pin #1 is Black, and that is Ground; Pin #2 is Yellow, and that is the +12VDC supply; Pin #3 is Green, and that is a speed pulse signal; and Pin #4 is Blue, and it carries the PWM signal. There is one other color combo that shows up, with a sequence Black - Red - Yellow - Blue. For your purposes, you need to connect the Pin #1 (Black wire) to the Negative side of your power supply, and Pin #2 (Yellow, or maybe Red) to the Positive side. Do NOT connect any of the other two leads to anything. NOTE that, if you connect the power supply backwards, all that happens is the fan turns the wrong way.
Now, here's something else important. You indicate that you cannot get the fan to work no matter how you have connected it. Well MAYBE you do NOT have a 9VDC power supply. Many "power bricks" put out AC, not DC, and rely on circuitry in the user device to convert it to the DC needed. If that is what you have, the DC motor will never run on an AC supply. Read the markings on the power adapter you have. What does it say for output? AC or DC?
The other thing to check is current output of the adapter. IF it really outputs 9V DC, check also the current spec on it. A fan like that will need at least 1.0 amps to start it up, although it may only draw half that or less when running.