You can connect system fans to the motherboard or to a molex connector.
The advantage of connecting them to the motherboard is that the bios can watch them and alert you if they fail. The advantage of connecting them to a molex, is that you are not feeding off of the current of the motherboard.
The CPU fan should be connected to the motherboard, so the bios can alert you if it is not working. They could be connected to a molex or fan controller, but you would not know if they failed.