Any modern BIOS is capable of adjusting the speed of all the fans connected to the motherboard, including your CPU fan. In some BIOSs, there are settings for "Quiet Mode" which will force the CPU fan to run at a lower, quieter speed (but will also decrease performance to make sure the CPU doesn't overheat).
There is software to overclock (or underclock) your fans, but it's fairly complex. Best to confirm with your BIOS.
As espio said, turning the CPU fan off is a recipe for disaster. The GPU will only be in use so long as there's actually something to render to the screen, hence why the fans can safely be "turned off" (I doubt they're actually completely off, but are running at a very low speed). The CPU is the brains of the computer and will always be performing operations and gets very hot due to how small the components inside are, and even when it doesn't seem to be doing anything the workload (and temperatures by extension) may spike depending on what processes are running at any given time. Even sitting idle in a cold roon can be risky without a functioning fan.
For quick reference, BIOS (Basic Input Output System) is the very first screen you see when the computer boots, and it controls all of the very low level, basic things about how the PC operates. The BIOS screen will usually have a big logo in the centre of the screen with a loading bar, and you'll see some text in a corner referring to boot options. You'll want to find your way to the options menu (consult the manual for your PC/Motherboard) and from there see what you can do about the fans.
