If the spindle wasn't connected properly, say one wire missing, then I'd expect the VFD to display a fault. If no wires are connected, then if I recall correctly it doesn't fault but perhaps you would hear a quiet sound from the VFD since the switching frequency is in the audible range. Is the sound you hear coming from the VFD or spindle? Which settings have you changed on the VFD? What current does the VFD display when 'running', if any?