Im not 100% sure on that particular HSF - but the idea is that the fan should blow (or suck) air through the heatsink itself towards the back or top of the case. Does the fan have any markings on the outside ? usually 2 arrows showing the direction of the air flow and the directio nte fan spins.
Your fan is installed correctly. You can tell by the curvature of the fan blades that air will be pushed through the heat sink towards the back of the case, as it should be.