Only from BIOS.
Can't I change the CPU fan speed via software, as MSI Afterburner does with the GPU fan?
These are my current configurations: http://rogeriodec.com.br/hwinfo.HTM .
I have a ASRock Z97 Extreme4 mobo.
Yep, you have the solution for that already. Adjusting in BIOS Setup alone does not let you observe and adjust in real-life operations. But the mobo comes with an app called A-Tuning which includes fan header adjustments among many items. This app runs under Windows so you can put it on your screen and watch and use it while doing other stuff. See you mobo manual on p 40 and onwards to get into it and how to use.
The second post there says the website often offers an OLDER version of that utility with apparent bugs (I see the version in the page you linked was 2.0.271) whereas the poster recommends you search elsewhere on the ASRock website for a version 3.0 or higher.