First make sure that the front harness that runs to the fan is plugged in to the main harness.

I have a different EFI, but I would guess yours has a similar setting, in the handheld pull up the gauges. You should be able to monitor the coolant temp. So once you start your engine you can watch the temp climb toward whatever temp you have set it to engage and if it doesn't then you can shut off the engine and check the problem. The good news is that even if it doesn't engage, it will take a while before the engine will over heat if you are just idling so you have a pretty long safety window. You can also run power directly to the fan if you just want to confirm that the fan works.