I have just got my new NUC8i5BEK and wanted to run a live Linux OS from USB for test first.
The fan is always on 3700rmp although I really do noting with the system - Before I had a Lenovo C560 AIO where the fan was constantly off!!!).
So I entered the BIOS and switched to "QUIET" but nothing changed (although being in the BIOS the fan is constantly running on 3700rpm).
Beside that all temperatures are max 35° C (see screenshot).
If there is no solution for that I will return it... sorry but that constant sound is annoying.
This issue was addressed in BIOS 0085 update (please read the Release Notes). So, I suggest that you should update your BIOS to the latest version, which is version 0087. Use the BIOS Recovery from the Power Button Menu method: