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Depends on what equipment you are controlling...AND the wiring at other end must match thermostat terminals.
Red = R
White = W2
Orange = O
Blue = C
Green = G
Did you have power off to air handler when you changed stat
Did you mimic the terminals at air handler?
If you touch the red wire to green wire with power on does blower activate?
This means the tramsformer or hopefully fuse is blown in the air handler.
You will need to open the air handler and follow the thermostat wires to where they connect. Double check connections to match thermostat and see if there is a blade or tube fuse present.
I may be able to assist further with make and model of air handler