Take a closer look, there has to be a minimum of two wires in the thermostat to establish heat.
A red wire attached to the R terminal and a white wire attached to the W terminal.
The thermostat completes the 24VAC circuit between the two to energize the controls to induce heat mode on your furnace.
To use the fan "ON" option on your thermostat you'll need a green wire attached to the G terminal (on both the thermostat and the furnace).
Take a close look at the brown insulated wire running between the furnace and the thermostat. Sometimes the installer will cut those back if not in use. In which case you'll have to see if you can pull some slack further up to the thermostat and strip back some insulation to expose the additional wires (red, white, green, yellow, etc..).