There is only one way. Align the two liners of the connector with the standing wall on the header. dont apply much force.
If you have to apply much force, something doesnt fit right and you are likely to bend the pins on the board.
try to locate the CPU fan header on the board. It should have 4 pins.
If, on startup you receive a cpu fan or pwm error but the fan is actually spinning, there might be an option in the bios menu to disable cpu fan check (Since you do not have a pwm pin)
Keep in mind that this means no warning if your cpu fan is not spinning. If that ever was the case,