You are without power on the black wire when you get them all hooked up. You should have all whites together, the red and the fan (blue) together. the blacks should all be connected. When this is done and the light switch is turned on in the fixture and in the wall you should have lights, fan and action. Since you do not, then somewhere the black lead is open. This could be at the switch in the wall or a connection box in between. The only way to locate the problem is with some basic test equipment and to go looking for the open. If all fails, then call a qualified professional electrician to do the work.