Is it supposed to spin up as soon as you provide power from the 24v power supply? I ordered a bundle and I thought I had maybe wired the motor up wrong as it didn't come with the JST connector cable, but then I've seen mention of the fan on the box spinning up and...mine definitely does not spin up.
It is always on yes. Accidentally connecting it with incorrect polarity could damage the fan, but do check the polarity (plugged in right way round) sometimes they survive
Fan polarity checks out. Everything else working? Then you can contact http://support.openbuilds.com/support/home about a replacement fan
Sadly no nothing appears to work, I can connect to the controller with the software, and it responds to commands, but the controller itself never drives any of the steppers at all. So I really have my doubts that it is just a bad fan.