under sound settings, do you have the vibrate options checked?
did you uncheck fastboot?
are you rooted?
do you use any screen launcher or task manager app?
the vibration motor is at the bottom of the phone. give it a light tap (no im serious).
the rocker volume buttons--tap UP and DOWN one tick at a time--should go through ringtone, silent, vibration, etc.
if phone is not vibrating and you don't have any other task manager apps, or power save apps running and your device is not rooted, you may need to do a factory reset.
this is really an easy solution and if after going through these steps the vibration function does not work, do a factory reset or take the unit back for a swap. could be hardware related.