Up to 4 fans can be connected to your motherboard, with three or four pin connectors. At a minimum, you need to connect the CPU fan, which you have already done. Study the manual to see the specific options.
Use the molex only if you are connecting the fan directly to the power supply - say if your fan did not have a 3 pin. If you connect directly to the power supply, then the fan will be on full speed all the time, and not be able to take advantage fo the fan xpert system of Asus.