I just did the MI-8 cold start training mission, everything was fine on my side. Your controls will only move if you have at least one engine running because they are hydrolic powered like msalama said. Your fans will only run if you switch your generators on(normally after both engines are running), they are not battarey powered.
Edit: There is an option for synchronising your physical controls with the in game ones at mission start, do you have this option checked?(i don't have that active) Maybe this is causing trouble for you?