The question reduces to: "Can a parallel airstream to an open window in a room prevent wind from outside the room from entering the room?"
In wind, the air molecules have a specified direction (on the average). The average kinetic energy of this extra directed velocity (the wind velocity) is pretty insignificant (assuming typical air conditions) compared to the average kinetic energy of the air molecules when there's no wind:
One can look up:
For typical air at room conditions, the average molecule is moving at about 500 m/s (close to 1000 miles per hour)
Just for information, because these (relative to wind velocities) high velocities (due to the heat content of the air), have nothing to do with this problem.
Let's assume typical air conditions. If there is no airstream parallel to the window (the fan is off) and a wind is blowing towards the open window than the wind can blow freely into the room, making you feel a wind blowing in the room
It's the averaged wind velocity that's involved.
Now if we apply an airstream parallel to the window (fan switched on), you are creating a "wind" with a momentum parallel to the window. The difference with the case where this wind is not there (fan switched off), is that there is a net moment, contrary to non-moving air (which contains kinetic energy though de to the heat contained). This wind (fan switched on) parallel to the window can deflect a bigger part of the incoming wind momentum.
But why? Well, if the momentum of the wind is directed toward the window, the wind (fan switched on) parallel to the window gives the wind a change in momentum upward. The wind deflects from the window (of course the upward momentum of the fan wind can't change the wind momentum to Because the layer of wind parallel to the window has a certain thickness, a part of the air molecules will not reach the room because of this, which they would have if the fan was switched off.
Imagine a very strong fan. The wind caused by this fan can surely prevent (as you guessed) a part of the incoming wind from reaching your room.