MoulaZX, normally a cooler warranty would not cover damage to other components due to failure. However most modern CPUs will shut off in the even of overheating due to a cooler failure; and even then as long as the connection of the heatsink is good and it's only the fan that fails, with modern CPUs and light to moderate use they can usually run passively without getting hot enough to damage the CPU.
I would not really worry about a warranty on an air cooler anyways, as long as the fan is replaceable.