You have a heat pump, you need to go to the air handler and check the colors of the wiring there and connect it the same at the thermostat, being careful to determine the correct wires due to having more then one wire of the same color. You may have blown a fuse if the fan runs constantly, this fuse is inside the air handler if you have one.
If the stat wires connect to a terminel board you will see the proper lettering on the board.