You should have a multiple fan connectors on the board. One will be labeled cpu fan or perhaps just by number ie fan1, etc. Check your manual as to which one you connect the cpu fan to.
The one you describe is most likely for a power supply fan to read rpm. You can connect it or not it really does not matter.
The one you describe is most likely for a power supply fan to read rpm. You can connect it or not it really does not matter.