Its probably as well to understand the start up procedure first....on switch on -
1) The fan starts, and runs for about 8 sec
2) Ignition spark occurs
3) Oil is electrically turned on by a solenoid at the pump
4) Flame establishes....its checked by the photocell - if it detects light then it allows combustion to continue, if not, it shuts things down. (Lockout).
So - if your burner doesn't want to cooperate at all, then maybe the photocell thinks that the burner is running anyway due to its fault, but usually you would hear the motor run for its 8 sec interval anyway.
The motor, fan and pump are all connected together with a flexible coupling, by the way. What you are saying is that there is no noise at all from the burner until the lockout lamp comes on?