PSU Turning on question

I think this is a really easy thing that I should know, but I am a first time building and my parts just came. I wanted to test things out so I plugged in my psu into an ac outlet and pressed the power switch. There is a fan on it and I don't know if it is supposed to turn on right away or if there is a heat sensor. Or maybe the psu wont even turn on until it is plugged into the motherboard. Thanks in advance!

Here is the psu: http://www.newegg.com/Product/Product.aspx?Item=N82E168...
Oh yeah, it says on the page that it is an adaptive fan or something like that, so it will go faster when it gets hotter. And my room was probably at 60 degrees Fahrenheit, so that might be it.