Depends how big your enclosure case is that you're using. Often the 'Pi' is used without one.
If your transformer is located near electric outlet, then your cable is supplying DC to unit. Leave it alone and solder your new lighted switch after that point. After that, solder in your fan wires. Maybe glue each to case?
There are many R Pi forums that can recommend parts and suppliers.
If you're powering your Pi from the wall, try a lamp switch designed to go on the cord.
Adding a power LED should be pretty easy. The "hello world" samples for Arduino and Pi are turning on an LED. Any of the Pi sites will tell you how to do that.
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