If you can, mount the diode across the power connections on the fan motor. The arrow on the diode should point towards the +12V coming from the relay, and the other side goes to the neg which should be going to ground. If that is inconvenient, just hook up the diode to the +12V relay contact that feeds the fan with the arrow on the diode pointing towards that contact and attach the other end to a convenient ground. If the +12V side of the diode has its lead exposed you might want to wrap tape around it or use heat shrink so it doesn't accidentally get shorted to something.