Thanks! On reading the manual, this motherboard has one CPU_Fan header, and one CHA_Fan header (see page xii of manual). Both headers marked '1' on page 1-7
The CPU heatsink fan must be connected to the header marked 'CPU_Fan' - the other 'CHA_Fan' header may be used to connect a side fan (if you have one) or a top fan, or a front fan. The BIOS will control fans connected to these headers.
Generally, I like to connect the rear fan directly to the PSU using a Molex cable, and run it at full speed for better cooling.
See the note on page 1-29 "Only the 4-pin CPU fan supports the ASUS Q-fan feature".