There are some fans supplied as you describe. On the end of their wires are TWO connectors. One is a standard 3-pin or 4-pin female (with holes) fan connector. The other is a male 4-pin Molex (possibly with only 2 pins mounted in it) intended to plug into a female Molex output from the PSU. This allows you to plug in either ONE of those, BUT ONLY ONE! Do NOT connect both to their respective power sources.
If you connect to the PSU Molex source, the fan will run full speed all the time, and you cannot measure the fan's speed. If you connect to a mobo fan header instead, you MAY be able to control the fan's speed, and you WILL be able to observe its speed in BIOS Setup or with software tools. Whether you can control the speed depends on the match of fan type to header capability. MOST fans with these two connectors are of the 3-pin design; that is, the motor has 3 wires (Black, Red and Yellow) from the fan to the connectors, and the female fan connector has 3 holes. That fan design can have its speed controlled ONLY by a header that uses the older Voltage Control Mode (aka DC Mode) to control its fan; PWM Mode cannot do that. So, if that's your fan type, look in BIOS Setup for the header you plug it into and check whether you have the option to set that Mode in the header's configuration.