First question to answer: What do you want to control, and why? The normal automatic control of a CPU cooler that is built into your mobo's CPU_FAN header constantly checks the TEMPERATURE measured inside your CPU chip and alters the cooler fan speed to try to keep that measured value close to a target. The actual target temperature and related fan speed are pre-set as a default "fan curve" in the mobo BIOS. So that system constantly monitors the CPU temp and adjusts fan speed for you. Other options offered normally include setting your own version of the "fan curve" of speed to use for a range of temperatures, or forcing the fan to run full speed all the time, or forcing it to run at a slow speed (for less noise AND less cooling) all the time.
IF you want to do your OWN constant monitoring of temperature and adjustments of fan speed, that's a complicated chore. If your intent is to fix the fan speed to one constant value and forget it, that means that CPU cooling is never adjusted for actual workload changes and the CPU internal temperature will change a lot over those workload variations, possibly causing overheating.
Second point is the second important feature of the tasks the CPU_FAN header does. It monitors the speed signal of the cooler fan plugged into it for NO speed signal, indicating that the fan has FAILED. When failure happens, any mobo fan header will pop up on your screen a warning so you know you need to fix it. But the CPU_FAN header does much more than that. On most mobos it will shut down your entire system in a short time without even waiting for the temp sensor inside the CPU chip to report high temps. This is to prevent rapid overheating from NO cooling that may cause permanent damage to your expensive CPU. When you connect your CPU cooler system to a different power and control source (not the CPU_FAN header) you do not get this protection system.
By the way, it is true that making adjustments to the mobo's built-on cooling controls by using BIOS Setup is not very convenient. But almost all mobos come with a utility package on a CD that you install at the beginning for various uses. One of these commonly is an app that runs under Windows (so NOT the way BIOS Setup works) and allows you to see and adjust easily many mobo parameters including all its cooling fan controls while your system is operating "live".
So, what do you really want to achieve that made you consider using the "Smart Device" instead of mobo fan headers?