No, the motherboard has a 4-pin 'CPUFAN' connector allowing for a 'control' signal/power return line for automatic control of the high speed fan on your heatsink.
A 3- pin connector only provides the power curcuit and RPM sensor out line (no control).
In addition to the CPU fan connector, the board has three SYSFAN connectors for case fans which are 3-pin headers. If you use case fans that have three wires coming out, they provide the fan speed to the BIOS for monitoring. There are software utilities for monitoring such information inside your O/S (such as Windows or Linux).
All four mate to the +12V power line(s).
You can download the PDF manual from the MSI product page website (same as most major manufacturers' sites).
The P6N SLI Platinum is, in my opinion, an excellent choice. If not for the currenly limited overclocking ability (some peoples' opinions), I would say in the top 3 desktop/non-server mainboards available.