Where is the CPU fan located there are two fans need to know which one to replace when computer says CPU fan not working?

This message is generated by your motherboard's BiOS. The alert is referring to your CPU Cooler's fan which is located towards the top of your motherboard. There could be a smaller fan located in the middle section of your motherboard but that is your Northbridge chipset. It’s also possible someone has plugged in a case fan into your CPU fan header (the power plug for your CPU fan) so be sure to check your case fans as well.