If the fan has a permanent magnet motor, (most do) if the fan windmills at road speed the motor can probably generate enough voltage to turn the light on. LEDs only require a tiny bit of voltage to operate. You might try wiring the LED to the wire from the sensor that triggers the relay for the motor. Or, you could just use a conventional peanut bulb indicator, not a LED.
Jerry

"It is better to be silent and be thought a fool than to speak and eliminate all doubt!" - Abraham Lincoln
Cringe and wail in fear, Eloi- - - - -we Morlocks are on the hunt!
There is nothing noble in being superior to your fellow man; true nobility is being superior to your former self. - Ernest Hemingway
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