Probably the SYS_FAN header, but there are other things to check first. The difference is this. When connected to the PSU directly, a fan can only run full speed all the time. Further, it cannot report its speed to anything, so that will never be known. In your case, there's a case-included control of some kind. The simplest of these is able to allow you to select a few speeds, rather than always full speed. That is done by YOU manually - there is no automatic speed control. Most such systems also have no way to measure and display the fan speed.
Almost all the fan headers on a mobo have one option (normally the default) to control the fan speed automatically. In reality these are TEMPERATURE control systems. That is, the system watches the temperature measured at a sensor, and adjusts the speed of its fan up or down to manage cooling and keep that temperature on target. In any mobo there are at least two such systems with separate temperature sensors. One always uses the sensor inside the CPU chip and adjusts the speed of the fan plugged into the CPU_FAN header, so you really need to connect the real CPU cooler to that header. That's straightforward if that cooling device is a fan, a little more complicated if it's a liquid cooling system, but the instructions tell you how to do that. The CPU_FAN header also has a secondary function. Not only can it measure and display for you the fan speed, it will monitor that for fan FAILURE (no speed) and warn you quickly if that happens. (On some mobos, it also may take fast action to shut down and prevent overheating.) Some mobos have additional headers (like CPU_OPT)that use the CPU's internal temp sensor for guidance. All mobos also have other headers called CHA_FAN or SYS_FAN for use with case ventilation fans. it has a second temperature sensor built into the mobo itself and used to guide these headers. Some mobos even have more than one sensor on the mobo for particular unusual uses. These case vent fan headers do the same two jobs (speed control and fan failure), based on that second sensor and concentrating on mobo components rather than the CPU chip.
There are two common types of fans used widely now. The older ones are called 3-pin fans, and their speed is controlled by varying the voltage supplied to the fan on Pin #2 of its header. The newer type are called 4-pin fans and their speed is controlled by a special signal called PWM sent to the fan on Pin #4 of its header. Thus these two types require different methods of changing the fan speed. A 3-pin fan plugged into a 4-pin fan header that actually uses the new PWM Mode will always run full speed because the header cannot control it by that new method. What mobo makers have done recently is the use only 4-pin headers on the mobo, but in the header configuration in BIOS Setup many allow you to choose whether that header uses the older Voltage Control Mode (aka DC Mode) to control its fan (required for 3-pin fans) or the new PWM Mode (best for 4-pin fans).
OP, it is VERY common that a fan included with your case is of the 3-pin type. IF it has a connector on the end of its wires that is the standard fan 3-pin connector, then you can plug it into a mobo SYS_FAN or CHA_FAN header. But that header can only control such a fan's speed if it can be set to use the older Voltage Control Mode (aka DC Mode). Otherwise the fan will always run full speed if the header only knows how to use the new PWM Mode, so there's no advantage to this in that case.
If you need help figuring out the details of this for your equipment, post back here the maker and exact model number of your mobo so we can look up its header configuration options. Then tell us the model of that rear fan, OR at least tell us whether the fan's connector has 3 holes in it or 4, and whether it looks like a "standard" fan connector.
You have not said anything about additional case fans. It is VERY common to have more than just one exhaust fan (at the rear) as your case does, so do you plan on adding others in a different location? If so, tell us what fan(s) you are planning for where.