Step 1: Determine the actual object used for the action mentioned in the question.
The question asks, "on what is man sleep?".
In reality, a man sleeps on a
Bed.
Step 2: Find the coded name for the actual object from the given statements.
The problem provides a series of coded equivalences:
- 'Pen' is 'Bed'
- 'Bed' is 'Fan'
- 'Fan' is 'Chair'
- 'Chair' is 'Roof'
Since a man actually sleeps on a 'Bed', and according to the given code, 'Bed' is called 'Fan', the answer in this coded language is 'Fan'.
The final answer is $\boxed{\text{(3)}}$.