Your mobo has two headers for your CPU cooling system(s), and four CHA_FAN headers for case ventilation fans. You should connect whatever CPU chip cooling system you have to the CPU_FAN header, and probably not use the CPU_OPT header (unless your CPU cooling system is unusual). Then your case ventilation fans should be plugged into the CHA_FAN headers. Those latter are able to power and control either 3-pin or 4-pin fan types. By default, all of these will use the mobo's automatic control systems to alter the speeds of the CPU cooler and the case fans according to actual temperatures measured by relevant sensors. They will change the fans' speeds for you as your workload changes.
If you want to see details of all this and gain access to custom settings, the mobo's CD contains some software utilities you can install on your system and run as applications under Windows. See your mob's manual on p. 4-3 about the AI Suite II utility, and p. 4-4 through 4-7 about the temperature and fan systems within that Suite.