Lighted fans like this are really two devices in one unit - a fan with motor, and lights in the frame. All those Cougar fans and the Corsair one have ARGB lights in their frames. Each fan has TWO cables. One ends in a standard fan connector about 3/8" wide with four holes and two ridges running down one side - this fits onto a mobo CHA_FAN header. The other ends on a wider ARGB connector with three holes - looks like it had 4 but one is blocked off - and that must go to an ARGB header, and NOT to a plain RGB header. Unfortunately your mobo has only the WRONG type of lighting header - plain RGB with 4 pins. Do NOT try to plug your fans' lighting cables into that - it would burn out your lights.
You need to buy a third-party ARGB Lighting Controller. It has cables to connect to a SATA power output from the PSU for power, and to a mobo USB2 header so that it can communicate with software running on your machine. The software utility to configure the lights is free for download when you buy the Controller. Each Controller model has a few output ports for lighting cables from the fans, and you can buy ARGB Splitters to connect more than one light cable to a single port.
Two models to consider. The CoolerMaster Addressable Gen2 RGB Controller can be used with their new Gen2 lights, but also set instead to work with the standard ARGB lights your frames have. Their software is called CoolerMaster Plus+.
Alternatively, the Razer Chroma Addressable RGB Controller can do the same job using their Synapse2 software.
https://www.razer.com/gaming-pc-acc...addressable-rgb-controller/RZ34-02140600-R3U1