Sorry this is long, but I've included some suggestions on ways you might be able to get him fetching in detail.
It seems to be more instinctual than anything else. Some cats do and some don't. My Little Biddy was a fetcher.
None of my others were until Deja Vu, who just did it. I threw a balled-up cigarette pack on the floor one day (they love those as toys -- they make great noise and are the perfect weight to bat around) and she picked it up and brought it to me. She brings them all the time now, either when I throw them or she will intiate it. Interestingly, every single one of her kittens were fetching by the time they were 5 weeks old (but all they would fetch were straws). I would sit and juggle 5 kittens and an adult cat throwing and fetching toys.
Rocky Rockette (one of hers) still fetches, but he will fetch more than the straws. He fetches one little ratty piece of string left over from a fishing rod toy he destroyed, and he will actually fetch the entire fishing rod toy.
Lately he's taken to doing something odd. When I throw something to fetch, he first carries it into a different room, then back to me to throw.
Little Big Man was even stranger. His favorite toy is the fishing rod toy I have with either string or feathers at the end. He was only here a couple of days when he was sitting across the living room right next to the fishing rod toy, staring at me. I said (not expecting a response, of course) why don't you bring your toy here so I can throw it? I swear he understood me. He bent his head down, picked the toy up in his mouth and brought it right over to me. This is one weird cat. Gives me the heebie jeebies sometimes the things he does and seems to know and respond to, and he's only 5 month. I swear, he's an old soul. After he's tired of fetching or playing with the toy, he will also take it in his mouth while I'm holding it and pull until I let go, and then carry it with him somewhere else.
But, back to the topic. If you want to try and see if you can get him to fetch, here's what I'd recommend trying.
Instead of throwing things to him, wait until you see him playing with a toy he likes to pick up in his mouth and bat around. Then go to him, pick up the toy, drop it in front of him, maybe bat it once or twice yourself only an inch or two, to get him excited, and hopefully to bat or pick it up again himself. Once he does that (or is getting excited by the game), pick it up and throw it so he's excited enough to run after it Before you throw it, you might also want to repeat (and always say the same thing and do the same thing) something like "Bring it here, bring it here" while you scratch the floor with your finger (and toy in hand), right before throwing it, so he might begin to associate "bring it here" and scratching a spot with the toy being at the place you scratch.
Since it's the running after the toy they enjoy, not necessarily the fetching, try to do this as many times as he gives you the opportunity to do so. That way he might eventually make the connection of the toy being near you, and being thrown is a lot of fun.
You might even follow him also, so when he picks it up a second time where you threw it, you jiggle it a little, play with him with it a couple of seconds again, say "bring it here", scratch, and then throw again.
Then, every so often, if you see him near the toy, just scratch the floor where you're sitting and say, "bring it here" and see if he responds. Also, every so often (while youj're doing the other stuff) simply try and throw it from wherever you are and do the routine, and see if he responds. And keep on doing the other stuff and see if eventually it works.
Deja Vu's words are "bring it here" or "get the crinkles." Rocky Rockette's are "Where's you're stringie Rock? Bring me the stringie." Little Big Man's are, "Go getcha toy!"
All different so less confution. LOL Interestingly, Rocky's gotten to the point where all I have to do is say, "Where's your stringie Rock? Bring me the stringie" he'll go and get whatever toy he prefers fetching that week.
If you just throw it from afar and wait, he might not make that same connection. And he needs the positive reinforcement that he'll get by you throwing it when he's at his most excited with the toy, so it will be the most fun.
Good luck, and let me know if you try this and any results you may get.