Redownloading might be the easiest thing to do, even as difficult as that can become. If the PC is still under Neweggs return policy, then I would contact them (by phone preferably) and see what they can do for you. You can also contact the manufacture (Who or what brand is it?) and see if they will work with you.
If the cooling system is a name brand, you might even use their warranty service (Corsair, Coolermaster, Asetek - my spelling might be wrong - etc.).
To see if the pump is actually working will require turning on the PC briefly.
Easiest method: open the case and note what power header your cooling pump or system is attached to. Usually the pump is attached to CHA_FAN header. Turn on the PC and go into the BIOS/UEFI (check manual to find out what key to push at start up), open the Monitoring tab or Hardware tab and make certain the CHA_FAN header you noted is showing some RPM. If it is not, then the pump is not running.
You can also try turning on the PC and touching the pump housing on the CPU to see if you feel any 'vibration' or movement, or try listening to it.
If your machine is under warranty, I really think you should try to get this fixed through that warranty.