OK, a few more details.
VERY FIRST STEP: check your fan's connections. This is ALL triggered by an on-screen alarm about failure of the CPU cooler fan. That is caused by NO fan speed signal reaching the CPU_FAN header. That, in turn, may be because that fan really HAS failed and is not turning, or is turning too slow. OR it could be simply that the signal wire for it is loose or has a dirty contact. So do these tests FIRST.
1. Open the case and watch that fan closely when you first start up from a COLD system. The NORMAL situation is that when you push the power button the fan will start up immediately at full speed. After a few (5 to 10) seconds the fan will slow down to the low speed required for cooling of a cold system, but it WILL keep running. If that happens you know that fan has NOT failed and the warning message is incorrect. However, if the fan does not start, or stops after starting, then the fan really is faulty and needs replacement.
2. If that test says the fan is OK, shut down and try this. Carefully unplug that fan from its CPU_FAN mobo header. Now re-connect. Repeat several times, ending with it re-connected. Start up and see whether that warning message is still there even though the fan is working. This action MAY "scrub" dirt and oxidation from the fan connection pins and fix a bad connection so the speed signal can get through.
3. If this has NOT solved the problem then you may need to replace the fan.
What you need is a standard 80mm size 4-pin fan, aka PWM fan. (The SIZE number of a fan is the length on one side of the square frame. MEASURE your old fan frame to verify that size.) In searching for that look for a fan called a Pressure Fan, and not an Airflow fan. A "Pressure fan" is designed to blow air thought some airflow resistance such as the finned heatsink. Among those, look at the Airflow max rating in CFM - more is better. Its max Pressure rating should be over 1.0 mm of water, maybe over 1.5 mm.
It is MUCH better to change ONLY the FAN. Most instructions concentrate on replacing the entire heatsink and fan assembly. But that REQUIRES that you get exactly the right part AND that you remove the old one (can be hard to do because the thermal paste may be hardened), clean off all old thermal paste, and use new paste as you install the new one. HOWEVER, if you look closely at what you have you can see that there are four screws to fasten the whole unit on top of the CPU. BUT there are four DIFFERENT screws that merely fasten the fan to the underlying heatsink. That fan is a standard 80mm fan so you do NOT need exactly a Dell part. PLUS if you replace the fan only you do NOT need to worry about all that thermal paste trouble.
There MAY be a small problem with fan electrical connections. Dell says this fan uses a "standard 4-pin fan". But in SOME cases Dell used this with wires in its connector in different positions from real "standard". In most cases this means only the Speed signal (Yellow wire normally on Pin 3) and PWM signal (blue wire normally on PIn 4) are reversed. In other cases Dell really did use exactly standard wiring. How to tell? Assuming you don't have access to fancy tech tools, the simple way when you get the new fan is BEFORE installing it you do this test. With the system shut down, disconnect the actual CPU cooler fan from the CPU_FAN header and plug in there the new fan. For a short time turn on your system and watch for that Fan Failed warning. You can run this way for a short time with NO actual CPU cooling, but not long so turn off soon. IF the new fan DOES start up, slow down and keep running AND the warning message does NOT appear with the new fan connected, then that new one IS wired just right and you will have NO problems once it is installed. If the message is still there or if the new fan does NOT start, then the wiring of the new fan is not Dell's way and some work is rquired to change that. If that happens, post back here and we can advise.
By this point hopefully IF you need to replace the fan and it IS wired correctly, the following should help. One video I found here
View: https://www.youtube.com/watch?v=d5LiHidW_18&t=195s
shows a system with duct or shroud fastened over the CPU cooler that needs to be removed to reach the actual cooler. If you have that, do that step. Then do NOT follow thre rest! The rest of that video follows the Dell procedure to remove the entire heatsink and fan assembly and replace it all.
Instead, disconnect the fan from the CPU_FAN header. Find the four screws that fasten the fan to the heastink and remove them. Look closely at the frame of the new fan. Normally it will have two arrows on it. One points around the frame to show the direction of fan rotation. The other poinrts through the frame to show air flow direction. Place the new fan on top of the heatsink with air flow towards that heatsink, and align the four corner screw holes with the matching holes in the heatsink, then install its four screws. Plug the fan cable into the mobo CPU_FAN header. If you have it, re-install the shroud per that video. Before closing up, turn on your system, observe the fan action to be sure it's working, and check whether the warning message is gone. Close up and relax.