To repeat, see my post of Dec 10/15. Some mobos allow EITHER 4-pin (PWM Mode) OR 3-pin (Voltage Control Mode) by the CPU_FAN port, and SOME even can automate the choice of type, depending on which fan is found to be connected. Others require that you set this option manually. HOWEVER, not nearly as many mobos offer this feature for their SYS_FAN or CHA_FAN ports that are used for case ventilation.
Regarding third-party fan controllers, you need to understand the distinctions between them and mobo-based control systems. A mobo typically has two fan control systems: one for the CPU fan, and another for the case ventilation fan(s). There may be more than one case vent control system available. The CPU_FAN control system also does a few extra monitoring functions to enhance protection of the CPU from disastrous overheating.
Both systems operate in fundamentally the same manner. For each there is a temperature sensor built into some critical component that its fan is cooling. The control loop has a target temperature for this parameter (the target often depends on the exact item - CPU type, for example) and is custom-set when you first enable the system and the mobo detects the CPU type. It also has settings for the minimum and maximum temperatures it works to, and for alarm limits on that temperature. When executing Automatic Control, each of these two loops constantly compares the measured temperature to the target and adjusts the fan speed as that temperature changes in response to workload changes. The key difference between the two control loops is which temperature sensor each uses. The CPU _FAN control system uses a sensor built into the CPU chip itself by it maker; the SYS_FAN or CHA_FAN loop uses a sensor built into the mobo at some point where its maker believes temperature is critical. On a few mobos you are allowed to change which sensor each loop uses because the mobo maker has installed more than one sensor.
Basically, third party fan controllers have no way to access those sensors built into the CPU and mobo. A fancy model such as that linked above by DonkeyOatie addresses that problem by providing you with a set of its own sensors plus some adhesive. YOU must decide where and how to attach those sensors to monitor what you think is important, AND you also must decide what the "Proper" temperature targets for each point are. Now, for the CPU, obviously it is impossible for you to place one of these sensors inside the CPU chip, so you cannot get a good reading on that internal temperature. That is one reason I always suggest you should use the mobo's CPU_FAN port for the CPU cooling system and let it do its automatic control. For case ventilation fans you could place sensors where you thing appropriate and set targets you like, OR you can just use the mobo's SYS_FAN or CHA_FAN ports and automatic control features. By the way, that particular fan controller unit can handle up to 10W per channel, which is the SAME as the limit on a mobo port (max 1 amp at 12 VDC), but it does offer five separate channels, more than most mobos offer. You should know, however, that some people have found that attaching the temp sensors and getting them to stay there is difficult. Moreover, sometimes the controller's software is buggy.
That controller above is pretty fancy with automatic controls and its own temperature sensors. MANY less expensive ones exist that do NOT have those features. The lower-priced controllers typically only allow you to set the speed of each fan manually. That is, for each control channel you must use a knob or digital buttons to set a speed as you see fit. So that makes YOU the brains of the controller, needing constantly to check some temperature sensor already in the mobo and alter the related fan speed. More often, what people do is set the speeds high enough they never have to take the time to check. Some of the low-priced ones actually will display the speed of the fan you are controlling (IF it is 3-pin or 4-pin and can report its own speed), but the lowest-priced ones do not have even that feature.
The main advantage of third-party fan controllers is that they give YOU total control of fan speeds and cooling. If you want that control, you also must accept you are taking on the responsibility of making sure the cooling is right at all times.