The 4-pin connector fans have the capability of speed control when plugged into the appropriate motherboard fan headers. These headers will be marked 'Sys_fan' or 'Cha_fan'. The heatsink fan must be plugged into the header marked 'CPU_fan'.
The 2-pin fans can be connected directly to the Molex plug through an adapter cable that comes with the motherboard or PSU. Another option is to connect these fans to a fan speed controller.
Here is one example: http://www.newegg.com/Product/Product.aspx?Item=N82E16811999172&cm_re=speed_controller-_-11-999-172-_-Product
There are other fan speed controllers available at Newegg and elsewhere.