So.... just to clarify you plugged in your case fans to your PSU with a 4 pin to molex converter. The PSU is plugged into nothing else???
Then yes, the fans should not turn on. Simpling Plugging the PSU into the wall outlet puts it on "standby" mode. It is cycling minimal power (less than a single watt) at a time for use by the motherboard, mainly to keep the CMOS battery charged. The PSU needs the motherboard to complete a certain circuit (most traditionally done by attaching two wires from the case to the two pins that are needed to be completed, and then pushing a button on the case that completes the circuit) that will tell the PSU to turn on. In otherwords, you need a functional Motherboard to tell the PSU to go from "standby"...