Most fans have a black, white and blue wires. The blue usually controls the light. Often when the light is simply to be controlled by a pull string, the blue and black wires coming from the fan are both connected to the black feed wire in the ceiling. Since you do not have seperate switches wired for each this is what you will need to do. If you can drop the bell on the fan you may find the blue wire just sitting there. If it is, you can remove the wire nut for the black wires, add the blue wire and wire nut them back together. This will give power to the light connections. One of my fans is wired this way and I can control either the fan and its speed and the light with pull chains. This may not be the best way to install fans but I find fans are often installed where there was once an overhead light.

Imagine a transformer. You've got a lot of loops of the wire in the proximity with a lot of loops of another wire. THe current passing through the first induces current to flow in the other. Now stretch out those loops into a hundred feet of straight wire. You still get a little current forced to flow in another wire from the current flowing in another, but it is so weak that it won't power anything. However your digital meter is VERY SENSITIVE, it doesn't hardly take any current flow to make a voltage reading. In many cases this is what you want...you don't want to disrupt the circuit by taking a reading, but in this case you are reading this very weak amount of current. \

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The best thing would be to buy based on price (which will likely be at a big box store), and install them yourself or get a knowledgeable friend to help. I've never had a problem returning the occasional defective product to a big box store. Switching out light fixtures is one of the most basic DIY projects you can do and it's pretty easy to quickly read up on how to do it, or get a friend to help. I'm no electrician, but I taught myself enough over the years to know what I'm doing, and I've helped quite a few incompetent friends do this. Turn off the breaker(s) supplying the power, take down the old fixture, and mark the wires; then hook the wires up the same way for the new fixture, and attach it to the box. It always pains me to see someone buy fixtures and then spend more on an electrician to install them than the fixtures cost. Resolve to teach yourself this basic skill, and have an experienced friend available who can help if you are unsure.