OK, this one's easy. That is a standard female (with holes) 3-pin fan connector. The coding is: Black on Pin #1 is Ground, Red on Pin #2 is +VDC, and Yellow on Pin #3 is Speed signal. This is called a 3-pin fan. Its speed is controlled by the mobo header by varying the voltage fed on Pin #2 from 12 VDC (full speed) down to about 5 VDC - at any lower voltage, the fan might stall and fail to re-start until "kicked" with a higher voltage. The speed signal of 2 pulses per revolution is generated in the fan motor and sent back to the mobo for counting on Pin #3.
Note that there are two ridges on one side of the female connector. On the male (with pins) mobo fan header there is a plastic "tongue" sticking up beside the pins that fits between those ridges when you plug it in, so it only fits one way.
Fans come in two main types - older 3-pin fans like this, and a newer design 4-pin fan. It has 4 wires and a VERY similar connector with 4 holes. These days most mobos actually use 4-pin male headers for fans, not 3-pin ones. But you will find that the 3-pin female connector will fit onto the 4-pin male mobo header just fine, except that it will not connect to the 4th pin. However, there CAN be issues in fan behaviour, depending on what the mobo is capable of doing.
The two fan types require different methods of controlling their speeds. 3-pin fans depend on having the mobo alter the voltage supply on Pin #2. 4-pin fans always get a full 12 VDC on Pin #2, but then use the new PWM signal from Pin #4 internally in the fan to achieve speed control. If you mis-match fan and header control Mode, there are two possibilities. A 3-pin fan connected to a 4-pin header that uses the newer PWM Mode will always run full speeds, so you get good cooling but no speed control. A 4-pin fan connected to a header using the older Voltage Control Mode (aka DC Mode) will run AND have its speed controlled, but the control is slightly less sophisticated this way.
Mobo headers and their control methods in BIOS Setup may be designed in one of four ways:
1. Uses only the newer 4-pin PWM Mode, and 3-pin fans connected to this can only run full speed.
2. Uses only 3-pin voltage Control Mode which CAN control the speed of both fan types.
3. Allows you to choose which of those modes each fan header uses so you can manually adjust the header configuration to match the fan type you are using.
4. Many claim automatic self-adjustment - they say they can detect which fan type is connected and switch their control Mode to adapt. BUT there is a way this feature can be "faked". If the header actually is type 1 - uses only Voltage Control Mode - it can appear to be "automatic" because both fan types CAN be controlled this way. IF this "fake" is being used it is a problem ONLY when you try to use a device called a fan HUB to connect may fans to a single mobo header.
Of course, if the mobo fan header has only 3-pins, it cannot be using 4-pin PWM Mode for control. Also be aware that there are SOME 3-pin fan headers that are not "standard" fan headers and do no control at all.