First thing you'll have to do is determine where the wire from the switch is going. I'm guessing that all those lights,fan, and receptacle are just daisy-chained with the switch interrupting the neutral inside a fixture box or separate junction box. (Why, why, why?) If you make the existing switch control only the ceiling fan, you'll of course, need to decide where you want to add a switch or switches to control the others. Additional wiring may involve crawling in the attic if there is one, drilling top plates, and dropping wire to new switch locations. That's the best I can offer given the vagueness of the problem as described. I will add that, if necessary, you could probably rent a toner and probe to trace wiring (with circuit breaker turned off). Or, more practical, find the suspected other end of the switch wire, disconnect it, and gently wire nut the pair together and then check with a multimeter for continuity at the other end to confirm that's your wire. HTH
First turn off the circuit at the breaker panel. A good practice is to confirm that there is no power on any cables in boxes you are working on using a non-contact tester.
If the switch only has one 2 conductor cable in its box, it is a switch loop. That means the power from the mains comes to the switched fixture box (in your case, the outlet) and only the hot wire is routed to the switch. The other wire in the switch cable is a switched hot (even though it is probably white or white with a black marking) which carries power back to the switched outlet.
What you need to do is to convert that switched hot to a neutral. First you need to determine which wire is always hot. Usually that would be the black wire, but you need to be sure. At the outlet box see which wire from the switch is attached to the black wire from the mains. If it is black, leave it connected. If not, disconnect it and connect the black switch wire to the black mains wire.
Then connect the white switch wire to the white mains wire. You will also need to connect the hot side of the outlet to the black mains wire (you will have already removed one of the switch wires from the hot side of the switched outlet).
Now you have an always hot outlet and a full circuit going to the switch box.
At the switch box, attach the white wire from the outlet box cable (now a neutral) to the white wire going to the light fixture. Attach the black wire from the outlet box cable to the switch (hot) and the black wire from the fixture to the other side of the switch (switched hot).
At the light fixture, black to black, white to white.
We did not mention grounds, but they should all be connected in each box and to the switches and fixtures, using pigtails if needed. These are extra pieces of wire that you attach to the wire bundles to tie the fixtures or switches into the ground lines.
Best Answer
Based on your description, it sounds like your wiring is this.
To wire the fan, you will need to remove the switched loop and convert it to a regular wire. So in the outlet box, disconnect the neutrals and hots. Wire cap all 3 neutrals together with a pig tail to reconnect the outlet, do the same for the hots. At the switch, remove the neutral from the switch and wire cap that with the neutral to the light. Then put the hot to the light where the neutral was on the switch. Like so.
I did not add grounds in the picture but they should be wire capped together in each box with a ground wire to the outlet and switch.