Regular fan has two wires one ground (GND, usually black) other positive power wire (+V, usually red). Connect the +V wire to the FAN pad and the ground wire to the GND pad (next to the FAN). I guess the cooling fan should be rated for +5V.

Yes, flashing is a little bit tricky for ELRS. But the software is constantly evolving and there will be more easy in the future.
On the other hand the Happymodel ExpressLRS should come pre-flashed already, so plug-and-play ready.
Info about the firmware flashing: https://github.com/ExpressLRS/ExpressLRS/wiki/Flashing-ExpressLRS