The cooling fan or fans are mounted right behind the radiator which is at the front of the vehicle behind the front grill. Here is a picture of the cooling fans that stay on, when you turn off the car.
In fact, in some vehicles, the fan may run up to five minutes and sometimes longer.
When the engine is running; the coolant circulates from the engine and flows to the radiator where heat is dissipated. When the engine is turned off, the coolant doesn't circulate, and the heat stays trapped therefore prolonging the engine from cooling. Running cooling fans help cool down the engine even after you turn off car.