How do I adjust the fan settings on the TH3110U2008 thermostat?

Press the Menu button, then press the Fan (-) button to cycle through available fan modes. Continue cycling until the required fan mode is displayed, then press Done. You can choose between Auto (fan runs only when heating/cooling is on) or On (fan always runs).

From the official Honeywell TH3110U2008 Thermostat manual, page 2

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