Use the MDI to change the spindle speed. Just hit Enter, and type S10000 (or whatever rpm you want), and hit enter again.
The box displays the currently set speed, but doesn't allow you to change it. It sounds like your rpm is set to 0, so the spindle isn't spinning.
Mach3 defaults the spindle speed to 0 rpm. As a workaround, I add S10000 to my Initialization string in General Config, so that when I click Reset, it sets the spindle speed to 10,000 rpm, so it's never at 0. When I'm cutting, my g-code sets the spindle speed.