OK so fan is spinning which is good.
Are your case fans spinning and all working in the same direction?
Is the CPU fan working in the same direction as your case fans?
What CPU are you using?
Have you overclocked?
Did you clean all old thermal paste off the CPU when you changed coolers?
Did you apply a small pea sized drop of good quality paste to the middle of the CPU?
For what its worth this Deep Cool is not a particularly good cooler.
Have a look here for recommended coolers.
https://www.tomshardware.com/reviews/best-cpu-coolers,4181.html