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Hi, I'm Mike G and I'll be assisting you. Please give me the model number of the fan.
The black wire is the fan, red is the light and yellow is the night light. The white wires are the neutrals. To have independent operation a switched wire for the 3 fan leads are required. If that is what you have, check your connections. The fan leads are usually not stripped long enough for a good connection. Strip them longer and they should lead the solid wire into the wirenut.
If you have 2 sets of black and white House wires and 3 switches, one of the white wires is being used as a switched hot. It should have been marked with black tape or marker. If the fan works the white wire connected is the neutral that is common to all functions. The remaining black and white should connect individually to the red and yellow wires.
Anytime, you're welcome.