I have the manual with the cpu cooler and it's not listed where to connect controller if no ARGB header on MB is present.Probably PSU molex right?But why the hell would they include 2 molex connectors?it is the RGB controller, you can use the buttons to control the light.
Download the manual from CM site, you will know where you connect those cables.
Manual: https://www.coolermaster.com/catalog/coolers/cpu-air-coolers/hyper-212-rgb-black-edition/#Downloads
From what I read the CM RGB fan controller (three buttons) is the regular RGB type ( +12/G/R/B). And the 4 buttons one hass aRGB ( +5V/D/G).if no ARGB header on MB is present