The wall switch is not likely to be part of the problem as long as the fan works. Are there any other wires on the fan - like a blue or orange? Is there a switch on the fan and/or on the light fixture?
Make sure the connections are good. Make sure the bulbs are good. With the fan running, try flipping the various switches on the light fixture.
.... If you've tried all of this, post another message describing the wires -in the light fixture, -in the bottom of the fan (where the light gets attached) and -in the top of the fan (where it is wired into the house.)