Fan works but lights don't on hampton bay ceiling fan

The bulbs are most likely burnt out. I bought new bulbs for my Hamton fan and they wouldn't come on either, So I tested the new bulbs and they were burnt out. I took them back and got them exchanged for four new bulbs and now they light up.
It's worth a try. Test your bulbs in another lamp and see if they come on. If they do, then the fan is wired wrong.Ca;; a electrican.