You will find that these fans have TWO cables coming out of them. One ends in a female (with holes) standard 4-pin fan MOTOR connector that plugs into a mobo fan header for power and speed control. The other ends in a wider female (with holes ) 3-pin ARGB connector to plug into a mobo Addressable RGB (aka ADDR RGB, ARGB, or Digital RGB) header on the mobo. This header looks like it had 4 pins, but one is missing. That supplies the power and control of the LIGHTS only in the fan frame.
Normally you need that ARGB 3-pin header for the lighting part. There is a similar but very different system that uses a FOUR-pin lighting header, and you must NOT connect to that. If your mobo does NOT have that header on it, then you will need a third-part ARGB Controller to supply power to those lights and control their displays. Tell us the maker and exact model number of your mobo so we can advise on its headers and their use.