dell has been kinda strange through the years and i have seen everything from a fan on the actual processor to a little green duct leading to the back with a fan sucking air out to a duct and no fan at all gotta love dell
Normally if you get from the Internet, it will say somewhere "Warning! Does not come with heatsynk or fan. Severe damage can be done if failed to properly assemble heat a device." or something like that. If your getting from a store, just ask.