The fan you have in place sounds like a timer fan that will start with the lights and overrun for a few minutes after the lights go off.
The one you have bought is a non timed model i.e. it will come on and go off with the lights.
It would be important to check the voltage of the fan you have bought and the fan you have in place, they can be either 230V or 12V, wiring a 12V fan into a 230V supply would not be a good idea!
Best bet would be to have a timed fan and match the connections from the old fan.
Unfortunately there are a couple of different ways of using the colours to wire the fan and we would be unable to guess which one had been used and advising the wrong ones could cause problems.
Make sure the lighting circuit is switched off in the fuse box before starting work.