Electric fan with thermostat switch. Need Help

[freakypierced1]

I bought a fan off ebay that came with a push in type thermostat and relay. I hooked everything up and the fan won't come on. Does this sound like the relay or thermostat is bad? I need some advice on how to go about checking this. I do know the fan works.

 

[Yellowsplash]

Do you know how to use a voltmeter or multimeter?