Try this...
1. Go to "Control Panel" and click "Power Options".
2. Next click "Change plan settings" next to whatever plan you are using.
3. Now click "Change advanced power settings".
4. In this new window locate your "Sleep" settings and also the one for closing the lid (any any others that may apply). Make sure they are set to put the computer actually to sleep when you close the lid.
Now if you don't have it set to sleep, or leave any processes running, then yes your fan will run when you close the lid.