Is the fan blowing at all? There is not even a little huff coming out of the vent? Definitely start with checking the fuses. The fuse panel should be on the side of the dash when you open the driver side door. It should tell you on the fuse panel door which fuse it is.
If it's NOT the fuse, it could be the blower motor or fan speed controller. My blower motor is going out in my 9-5. If I give the dash a solid pound, it will usually come back to life for a few days.
If there is air slightly puffing out of the vents, but not adequately...it's likely your fan speed controller. When mine went bad in my other 9-5, I could pull the fuse and put it back in and get normal function again for a few hours.
You can also hold the "Auto" and "Off" buttons simultaneously to see if you have any ACC diagnostic codes.
ACC calibration and fault codes - Saab 9-5