Generally you should be using the CPU_FAN header only for some component of the cooling system for your actual CPU chip. That may be a fan on the CPU heatsink, a pump of an AIO kit, or rad fans - it depends on what your CPU cooler system is.
For that extra fan (VRM etc.), you could use the CPU_OPT header. It is guided by the temp sensor inside the CPU chip, and that's likely a good indicator of overall system load. Or you could use one of the CHA_FAN1, 2 or 3 headers that are usually guided by a mobo temp sensor. You mobo manual does NOT say anything about this, but SOME mobos have more that one temp sensor on the mobo, including one in the VRM system area, and you can choose which temp sensor to use for some of your headers.