Your car is pretty new to be having this problem so other than the obvious (ie: unpulgged harness, fuse, ect.) the cause would be pretty rare; but not impossible. The next simplest cause would be a dead or malfunctioning relay. When you turn your seat heater on you should be able to hear a very tiny click. If you don't, locate your heated seat relay
(might have to call a mechanic for exact location on your car). Test the relay's resistence with a mulit meter or exchange for a new one. If that doesn't work it is possible your heating element is broke. The element looks and works like your rear defrost. A bunch of electrical wires/lines running in a series circuit. If by some chance a wire has already worn thin and broke the entire element is usless. Only way to check this for shure is to remove your seat cover (not hard just intricate). However, Cadillac began sewing, instead of gluing, the element directly to the leather in 96 on most cars. Investigate this before you do anything to the seat cover, a dealer will be able to run your vin and tell you your situation. If it is sewn in you cannot even check the elements condition without removing every factory seam running through it. DO NOT do that yourself... seek profssional help.