That set of three fans comes with an RGB Controller and required cables. For starters you should recognize that each of these fans actually is TWO devices in one unit, and has TWO cables from it. One cable ends in a 4-pin female (with holes) fan connector about 3/8" wide with two ridges running down one side, just outside Pins 1 and 3. The holes for Pin 4 is beyond the ridges. This connector normally is plugged into a mobo CHA_FAN header. In your case, you are faced with two such headers and three fans, so you will need a simple device called a fan Splitter. It merely connects all its fans together in parallel with each other to the pins of the mobo CHA_FAN header so that all the fans get the same control signals and do exactly the same thing. For your situation I suggest a Splitter with three output arms like this
https://www.newegg.com/Product/Prod..._re=coboc_fan_splitter-_-12-423-163-_-Product
It has one input "arm" that will plug into one of your mobo's CHA_FAN headers, and three output "arms" to plug your fans' motor cables into. This is NOT a HUB, which is a different device that has a third "arm" type that must plug into a power output from your PSU. Look closely at the details of those three output connectors. You will see that one of them has all 4 pins in it, and the others are missing their Pin #3. This is because the mobo CHA_FAN header can only accept the speed signal fed back from ONE fan, so the Splitter simply does not connect the speed signals from the other two. Thus, when you use this, your mobo can "see" the speed of only one fan. This makes NO difference for controlling fan speeds. It does mean, though, that your mobo cannot detect a FAILURE of those fans whose speed signals it cannot "see", so it is up to you to check them all from time to time to be sure they all are still working. The current consumption specs of these fans show there is no problem connecting three of them to a single mobo CHA_FAN header. Doing things this way gets all those fans controlled automatically by the mobo header, and leaves one CHA_FAN header unused for spare.
The mobo CPU_FAN header should be used for whatever cooling system you put on your CPU chip. The PWR_FAN header you likely will not use at all. It has NO ability to control anything. It is designed for use with a feature from years ago that has nearly disappeared. SOME power supply units used to have a set of three wires coming out of them that ended in a 3-pin fan female connector. IF you have such a feature on your PSU, you plug that into the mobo PWR_FAN header, and that allows the mobo to "see" the speed signal from the fan inside the PSU and report it and monitor it for failure. But the mobo does not control that fan at all. If you do not have those special wires from your PSU, do not connect anything to the PWR_FAN header.
Now we get to the lighting parts of your fans. Each fan has included in its frame a small string or what are called plain RGB lights. These are powered and controlled separately from the fan motors, so they have their own separate cable from each fan, ending in a wider connector with four holes in a straight line. The fan set comes with a RGB LED Controller box you mount inside your case. You must use the supplied cables to connect from one of its ports to a SATA power output from the PSU for lighting power, and another to connect from the box to a mobo USB2 header. Then you use the supplied cables with adapters to connect the three fans' RGB cables to the ports of the Controller. In doing so, note that each connector has an arrow indicating the +12 VDC pin, and those must match up at each connection point. And lastly, you download for free from the Cooler Master website their software utility that you load and run to control the lighting displays in the fans. It uses that USB2 cable for communication with the Controller box. To get the software, go to the web page for the fan set
www.coolermaster.com
and click on the "DOWNLOAD" tab. From there you can download the software and the manual for the Controller.
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