To cool a room or your bedroom down with a fan you should place a fan in or near an open window to help draw cool evening or night air into the room.
A fan itself does not cool the room if the windows are closed although they do draw cool air in from the outside which in turn cools the room down.
You can use window fans or even put a box fan inside an open window so that the air gets sucked into the fan from the outside.
You can then also use a second fan and place it inwards in the room to circulate the cool air into the room you're in.
Another way to use a fan to cool a room is to place a bowl of ice in front of the fan and as the fan blows over the bowl of ice it will melt the ice and cool the room.
Place a towel on the surface in front of your fan and then put the bowl of ice on top of it so that the fan is blowing air into the stack of ice and then outwards towards your desired location.
For the coolest possible air from your fan, try and pile the ice cubes up so they are sitting above the rim of the bowl.
To keep yourself cool with a fan.
Place your fan so that it faces the opposite wall from where most of the activity takes place in your space.
This approach will drive the air to the surface, where it will bounce off, mingling with the rest of the air and cooling the space.