Re-check all connections - especially the power at the SATA end (wire connected to 'COM')
Each fan and RGB circuit is hooked up to the same wire so if the fans spin and (have power ), either you need to cycle through the RGB modes using the reset switch or touching a metal object against the two pins that the reset wire is connected to (to see if the switch is working) OR that the RGB isn't set to off.
Are you able to connect the black M/B-IN connector (top of board as shown in pic) to your motherboard (3-PIN header / 5V Only!)?
If none of the above works then you may have a shorted out controller board