They're not getting any power so something is connected wrong. I'd go through and recheck all the connections.
If you can connect each of them to the motherboard I'd recommend that instead of directly to the PSU as then you can easily monitor and control the fan speed instead of just having them run full tilt. Saves a small bit of energy too which can add up over time. (Though I just watched a video and it does not, maybe you can buy some cheap converters though: https://www.microcenter.com/product/301336/startech-tx3-to-dual-molex-4-pin-cpu-fan-adapter-cable-6-in but I'd only do that after you make sure they all work properly.)
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