The manual for your mobo says there are three fan connectors on it. See page 10 for diagram.
The first is a 4-pin connector (key #5 on diagram) for the CPU_FAN at the top, between the CPU and RAM sockets. If you want the CPU cooler to have its speed controlled automatically by the mobo (based on actual CPU temperature), you MUST have a 4-pin fan on the CPU cooler. Then, when you get your system going, you change the BIOS setting for this fan's auto-control system (in Hardware Health ..., see manual p. 54) to Enabled. If you use a 3-pin fan, you leave the BIOS at its default Disabled setting and that fan will always operate at full speed.
The second is a 3-pin Chassis Fan connector (diagram key # 18) at the bottom edge of the board. This is where you connect your case fan.
The third is a Power Fan connector (diagram key #34) at the left middle of the board. It is intended only for connecting a special connector coming from your power supply unit (PSU). It looks like a fan connector on wires and its function is only to carry a speed signal from the PSU's internal fan to the mobo for monitoring (not control). Many PSU's simply do not have this connector so you do not connect anything to this mobo port. Some people in these forums say that on some mobo's this PWR_FAN connector actually is wired just like an extra 3-pin case fan connector (with power and speed signal connections) and can be used to power a second 3-pin case fan, but with no speed control capability. I don't know if your mobo works this way.