The fan on my outside heating unit is not turning when it is running. Is it supposed to turn all the time when it is running?

Thanks.

3 possibilities:
1. there is something wrong, perhaps with the HP's defrost subsystem.
2. You just happen to be catching it in defrost and all is well.
3. Your thermostat has switched over to aux/em heat and all is well.

I may have missed something, but we really need more information and you need to study the system to understand it for us to give you a better idea.