Well the LM35's easy: it has a signal wire which you use on an analog pin. The LM35's other 2 wires are just power.
Then for the fan, you'll need a transistor to switch it, and a resistor on the base. The motor itself will need a diode in parallel. This tutorial
shows a typical setup to drive a motor. The characteristics of the transistor will depend on the fan.
Use a PWM pin to drive the transistor base, then you can vary the speed of the fan. You could even try without PID- some simple rules might work, eg if deltaT (the diff between set point and actual) is more than 20, go fast, if it's between 10-20 go medium and if it's less than 10, go slow. Bit of trial and error but will be easy to code and reduces complexity for your early project.