No they don't have fans for the radiators. That's a concern ofcourse when standing still with the engine running, but they only do so at the start and during pitstops and that's short enough. You see them put 'dry ice' (frozen nitrogen) in the radiator inlets when standing on the grid, between their outlap and the formation lap to help the coolant reach a low enough temperature and that's all there is to it.
When they go that slow for a long time that the engine would start overheating, they might as well stop.
