You should install it the same as the other switches. If the device won’t pair and the LED is not on, this would indicate the switch does not have power. Check that the line and/or neutral wires are properly connected. If they are you may have a bad switch.
Unfortunately there is no default handler specifically for fan controllers. What will be used by default is the Z-Wave Dimmer DTH. Since fan controllers work by stepping Off/Low/Med/High you will not see speed changes until you hit the next ‘tier’. There are many community DTHs that have Low/Med/High options instead of percentages.