few question about the bmw535i E39

Hi I am a new owner of a 1999 bmw535i E39 (V8). the car has done about
140,000km ( 85000m?). there is a small fan sound behind the ready
panel even the car is turned off and door locked. is it normal? also,
the car has full bmw service ( last oil change was about 9000miles
ago). i guess the dealer would have used the bmw longlife engine oil?
i am going to do the most oil serviceby myself. just wondering how
many miles the longlife engine oil need to be changed? for the auto
trany, do i need to change it? also, what else should I be careful (
like water pump, etc). how long the water pump can last before it need
attention?
many thanks,
john

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