Hmm... Yellow and white aren't the colors of the typical fan wiring for PS/2, not sure what you have. Gray and green are the colors I see as a rule, gray is positive.
The fan should run clockwise, and I've never seen anything from MTH that contradicts that. This is for the standard full-sized smoke unit that most locomotives use. The idea is for the fan to blow air out of the offset air hole in the fan chamber.