To turn vibration on or off:
# Slide two fingers downwards starting from the top of the screen.
# Press the sound mode icon the necessary number of times to turn vibration on or off.
# Press the Home key to return to the home screen.
Or:
Go to Settings > Sounds and Vibration > Vibration Intensity and make sure the switch is turned on. If your phone is in silent mode, it will not vibrate.