Generally, the connectors are called either the male end or the female end. For the purposes of this, you ignore the protective housing on the outside of a connector, it only matters what the internal design is like.
The ports on the wall for a regular electrical outlet are female end. The power cords you plug into them are male end.
In the back of your average hard drive is a male end connector. Coming out of the PSU is the female end connector that plugs into it.
Anyway, if you use these things when you are describing things, then people understand it better.
Anyway, it sounds like you mean that your fan cables have extra female end cables attached to them that you can plug into, say, a hard drive or CD drive. If so, then yes it should work without problems.
The total number of amps on the wire is the thing of primary importance.
Imagine if you daisy chained like 50 surge protectors one after another. If you plug something into the last one, it should still operate. It isn't advised to daisy chain like this, but it should technically work.
This is the same sort of effect.
If I understand your fans, they allow this sort of daisy chaining to take place. Ideally you will want to use it only as much as you must, preferring to plug things into the PSU cords directly, but if you run out of direct PSU cords then they still do the same thing in a slightly worse way.
- Edit -
If you look in the pictures for this 120 mm Xigmatek fan, it has an accessory with it that I think is what the OP is describing.
http://www.newegg.com/Product/Product.aspx?Item=N82E16835233015