Connect the Heatsink on the respective connector and try again.
The fan should start immediately on power on and increase/decrease speed depending on what temps the CPU have.
I don't know that ASUS bios but look for CPU FAN and make sure it is on auto or similar option.
I get the problem when its in CPU_FAN, on the splash screen it works a little then it stops and i get cpu fan error any idea or no?
thanks for quick reply btw