Diagnosis
The oscillation mechanism is either disengaged via the button or the internal plastic gear has stripped. Check the button first.
How to Fix It
Press the Oscillation button on the control panel. You should hear a distinct click and see the icon light up. If it's already lit, press it off, wait a second, then press it on again to re-engage the motor.
If That Didn't Work
The internal oscillation gear is likely broken, a common failure point. You must disassemble the fan to confirm. Replacement requires ordering the specific gear assembly and involves significant teardown.
Heads Up
Forcing the grill to turn by hand while the motor is trying to oscillate will almost certainly strip the plastic gear. Let the mechanism move freely.