Either your motherboard's CPU Fan port is not working no more or your CPU fan is bad.
Try connecting the fan to another fan port on the Motherboard. Doesn't matter if it is a 3 pin Fan port. Connecting to a 3 pin Fan port will just make your 4 pin CPU Fan run at 100% all the time which is good.
You can also connect the CPU Fan directly to the PSU with a cable adapter same thing as connecting it to a 3 pin Fan port.
This will tell you if your CPU Fan is good or not or it is the motherboard.
Is everything else turning on when you power up or just the CPU fan?