dalli92,
When you hook up 12VDC to the relay do you hear a little click? If it is not clicking make sure you hooked up the + and - to the relay correctly from your supply. If it is clicking take a ohm meter and make sure the contacts are changing from open to closed. If that works the relay will be able to control the fan with no issue. Need to add a transistor if you want the andrino to control it like KHOUJ showed.
Russ