More info to help you understand the fans.
Most mobos have at least three fan ports - 1 for the CPU_FAN, and two marked SYS_FANn. A few even have a second CPU_FAN port for systems that use 2 fans on the CPU cooler. A few have more than 2 SYS_FAN ports. All of these are capable of automatic fan speed control. Most are set to do this by default, but allow you to choose to disable that. They all work on the same basic feedback control system. For each fan there is a temperature sensor and a target temperature. Actually, there are three temperatures: the target, a lower limit below which the fan will shut off or at least slow to minimum speed, and an upper limit at which the fan should be running at full speed. Anywhere between the lower and upper limits, the fan speed will be automatically adjusted to try to achieve the target. The main differences between the ports are where the temperature sensors are, and how they change the fan speed. NOTE that the control loop in each case is trying to achieve a measured TEMPERATURE, not a fan speed. So, although fan speed is measured and displayed for you, it is not used in the control system. The actual three temperatures are different for different CPU chips and mobo chips, and the BIOS is pre-programmed to recognize those items and set those three temp settings for you. But you can change them if you wish in most cases.
The CPU_FAN speed control loop uses a temp sensor built into the CPU chip itself, so it is important to connect to this port ONLY the cooler for the CPU. This cooling system also has a couple of extra functions not directly part of the cooling system, but dependent on the temperature sensor. The first is two additional high temp limits. If the first is reached, the BIOS will slow down the CPU frequency substantially to keep it running but generating much less heat, hoping it will cool down again. At a higher temp, the BIOS will shut the system down completely to prevent damage to the CPU. The other protection in SOME mobos is based on monitoring the CPU fan's speed. If the fan speed signal fails, the BIOS assumes the fan has failed and is not working. In that case it will shut down the entire system very quickly, not even bothering to wait for the CPU temp sensor to indicate a high temp condition. Again, this is a good reason to connect ONLY the CPU cooling system to the CPU_FAN port. If a user opts to use a different cooling system and does not connect the CPU fan here, it is best to go into BIOS and set that fan control system's option to IGNORE the speed of the CPU fan so it does not create false alarms from a lack of speed signal.
The two SYS_FAN ports are intended to power and control case ventilation fans. Each uses a temp sensor built into the mobo, sometimes in or very close to two critical chips, the North Bridge and South Bridge. Cooling of all mobo components is heavily dependent on case ventilation.
Mobos generally do NOT participate in cooling of components on an added video card. That is left to the vid card maker to design and control cooling of their GPU chip, and possibly provide software for you to adjust that or at least to see the results.
Now to fan types and how speed control is accomplished. The common 3-pin fan and port provides a Ground connection on Pin 1 (Black wire), +VDC on Pin 2 (Red wire) and a speed pulse signal on Pin 3 (Yellow wire). The +VDC line voltage is changed by the mobo automatic system between 0 and 12 VDC to achieve speed changes. The speed pulse signal (2 pulses per revolution) is generated in the fan motor and fed back to the mobo via Pin 3, where the pulses can be counted to display the fan speed and verify that it is working. This is why adapters that allow you to connect more than one fan to a single port must NOT connect all the fans' Yellow wires together. Feeding more than one string of pulses into the mobo counting system would produce erroneous speed readings.
4-pin fans have exactly the same connections on Pins 1, 2 and 3, with one exception. The +VDC line on Pin 2 is ALWAYS +12 VDC, and is not changed by the automatic speed controller. Pin 4 supplies the PWM (Pulse Width Modulation) signal at a frequency of about 25 kHz. It looks almost like a square wave, except that it is not just 50% on and 50% off. Its "% On" value is changed to achieve fan speed control. Inside the fan case there is a small controller chip that uses this signal to control when the +12 VDC supply from Pin 2 is actually passed on to the fan, so the fan does not receive power at all times. In fact, the PWM signal is used as a suppressor: when it is "On", the voltage is NOT supplied to the fan motor, so the more the PWM signal is on, the slower the fan will run. This is part of the backward compatibility feature: if you plug a 4-pin fan into a 3-pin port it will receive no PWM signal, and the fan motor will always receive whatever voltage the 3-pin port is providing on Pin 2, allowing speed control of that fan.
On the other hand, if you plug a 3-pin fan into a 4-pin fan port, the fan cannot use the PWM signal and it will always run at full speed, because the 4-pin port always keeps the Pin 2 signal at +12 VDC.
There are some mobos with very clever 4-pin fan ports. Some allow you to set in BIOS Setup whether the port behaves as a 4-pin or 3-pin port. Some even automate this process and detect the fan type connected, and adjust their own behaviour. In both cases you can achieve automatic control of any fan plugged into this clever port, 3-pin or 4-pin.
Some mobos have another fan port called PWR_FAN with 3 pins. It is NOT a normal fan port. The design intent for this was to allow use of Power Supply Units (PSU's) that have a special set of three wires coming out that look exactly like a 3-pin fan wire set, and can plug into this special port. All it actually does is feed to the mobo the speed signal from the cooling fan inside the PSU. The port does NOT make any attempt to control that PSU fan speed - if it is variable, that control is done internally inside the PSU. In general, unless you have a PSU with such a set of tires coming out, do NOT connect anything to the mobo PWR_FAN port. HOWEVER, many mobo makers have put the Ground and +12 VDC signals on Pins 1 and 2 of this port. The result is that you CAN connect a fan (3-pin or 4-) here and it will run at full speed all the time. If you do this you must remember that any display of the "PSU Fan Speed" is not, because you connected the wrong fan to the port.