I have ceiling fan lighting fixture, am not sure of the brand.
When I was changing the bulb heard a sound and the fan and the lights stopped working.
There is power in the switch because it is one of those lighted switches, and there is green light in the switch when it is in the off position.

Is there a fuse insie the fan ? What else could have gone wrong. I checked the circuit breaker and it is fine. There is power to the switch.

What type of switch does it use? Is it a remote, or special wall control, or pullchains?

There is no remote. It has pull chains.

Ok if it has pull chains The problem is either a loose connection inside the fan, or a problem with the switches/wiring outside the fan.

General ceiling fan troubleshooting and help FAQ- Ceiling Fans N More (http://www.ceiling-fans-n-more.com/ceiling-fan-general-troubleshooting-and-FAQ.php)

I have ceiling fan lighting fixture, am not sure of the brand.
when i was changing the bulb heard a sound and the fan and the lights stopped working.
there is power in the switch because it is one of those lighted switches, and there is green light in the switch when it is in the off position.

Is there a fuse insie the fan ? what else could have gone wrong. i checked the circuit breaker and it is fine. there is power to the switch.
Unscrew the part with the lights in it and check to see if there is any signs of something burnt if so replace the wires or the fan itself.

Um, OK.