I never really checked my PSU. I bought a quality one to not worry about it.
You got the CM Hyper 212 EVO right? It has a 4 pin plug. Should be plugged into the 4 pin header marked "CPU fan" on the motherboard
Your Motherboard has two 4 pin fan plugs at the top right on the board. One should say CPU. Not that it matters you just may get the warning
BTW Your board has 6 - 4 pin fan headers.
From your MB specs
1 x CPU Fan connector(s) (4 -pin)
4 x Chassis Fan connector(s) (4 -pin)
1 x Optional Fan connector(s) (4 -pin)
You can plug a three into it just fine