Hey Steve,
This may sound like a dumb solution but since it just came out of the box, probably your best bet is to take it back to the store.
It’s hard to say what the problem is right out of the box. It could be the capacitor or it could be the motor. Does the fan try to spin – do you hear something happening at all, if you listen closely? Or nothing, no sound. In either case it should likely go back to the store.