Each RGB fan is really two devices in one unit, each with its own cable. One is the fan motor and its cable ends in a common 4-pin female fan connector about 3/8" wide with four holes in it and two ridges running down the side. The other is for the RGB lighting units in the frame and ends in a different connector with four holes in a straight line. Look at this closely and you will see that ONE hole is marked as the +12 VDC connection. On your fans, the cables for the RGB lights each are set up with TWO connectors. The female (with holes) one is the input to the fan lights from the mobo header, and the male (with pins) is an output to feed on to the next fan in a "daisy chain" scheme.
First, the fan motors. Power and speed control of these is done by the mobo CHA_FAN headers. Because you have three such fans and three CHA_FAN headers on your mobo, you have a couple of options. You can plug each fan's motor cable into a separate CHA_FAN header. Then each of them will be controlled separately, and your mobo can display the speed of each separately for you. Alternatively, you can use the three-output Splitter provided with those fans to connect all of them to one header. Then they all will be controlled identically, but you will only be able to "see" the speed of one of them. This does NOT affect speed control. See your mobo manual, p. 2-2. Click on the "QFan Control" block to check on the configuration of each CHA_FAN header you are using. The manual does not show us all its options. Check that it is set to PWM Mode, and not to DC Mode, as the method of motor speed control. Generally you want it to use the normal default automatic or "standard" or "normal" profile. IF there is a choice of temperature sensor to use, the case fans should be guided by the sensor on the motherboard, and not by the one inside the CPU chip. IF you have to change any setting, use the F10 key to get to the Exit menu and be sure to use the SAVE and EXIT option.
Now on to lights. Your fan set comes with a "Mobo Sync Cable" with two male outputs. Use one to connect to the RGB cable from the first fan. Maybe cover the exposed pins of the other output with tape to prevent accidental contacts. The female of this cable plugs into the RGB_HEADER on your mobo (item 5 on p. 1-1 and 1-3). Ensure that the 12 VDC label of the cable matches up to the 12 VDC pin of the header. As designed, plug the RGB cable from the second fan into the output from the first, etc. You can control the displays of the fan lights using the Aura Sync software utility that comes with your mobo.