The fan should start working the second you plug it into ANY usb port, as the green led comes on. You don't have to run bfgminer. Note that in some circumstances the fan can be really quiet (I think especially if it is facing downwards). Make sure to double check (I sometimes touch the fan on the backside just to feel), Also check and press on the little white connector, just to make sure it is making proper contact (normally that should always be the case). Also, without power, make sure that the fan can spin freely, if necessary loosen the 2 screws that hold the fan onto the heatsink a little (just a little).