thats easy, add a wire to the connector for the thermal switch, add another to the battery. use an led with a resistor. when the fan turns on, the led turns on. easy.
only thing to check is whether the thermal switch gives it +ve or ground. you need a test lamp or voltmeter for that
if it is positive, (which i expect it is), then you can just add the other wire of the led to a grounding point