All of the LED fans that I've ever owned never had a separate power cable for the LEDs. The LEDs were always powered from the same power lines that power the fan.
Your motherboard should have four fan connectors on it. One 4-pin connector is used for the CPU cooler fan. There are two 4-pin fan connectors and one 3-pin fan connector that you can use to power three more fans.
Do you have a web link to your specific fans that you are trying to connect?