If you are experiencing problems associated with the video card (such as crashes when you play pretty intense games), then yes you can get a fan on there. From what I've seen with the geforce fx5200 cards, some have fans on them and some don't. It doesn't hurt to have one on there.
The VGA cooler have those 3 pin power plugs you can use but your video card may not have those power pins on there if it originally didn't come with a fan on top of that heatsink. If you buy an aftermarket fan for your video card, it should come with a standard power cord adapter that can be hooked up to the 3 little pins for the cooling fan and the other end of the plug is plugged into a standard power cord from the power supply.
If there's no problems at all, I wouldn't get one. Stock is probably working fine.