TDLR: 3-pin and 4-pin RGB headers are in no way compatible. You would need a controller to translate between these. Generally 4-pin is 12V RGB and has a voltage pin for each red, blue, and green, plus one for ground. 3-pin is 5V Addressable RGB (also called ARGB, or DRGB for Digital RGB) and has a 5V “power” pin, a data pin, and a ground pin. Not only is the voltage different (and not directly compatible) but the way the colors are controlled is very different. The LEDs in a 12V are all connected to the same lines so each and every LED on that strip is always the same color. The 5V Addressable system actually sends a data stream (a bunch of 1’s and 0’s) along the data pin that represents what each individual LED should do. The first line grabs the first bunch of data and passes the rest along to the next LED, and so on. More on reddit.com

On the fan cable, most likely: (i looked up generic pinouts, please verify) black is ground yellow is +12V green is tach (fan sends a signal every rotation so machine can tell if fan is spinning, you don’t have to connect it) blue is PWM speed control (you don’t have to connect it, if you leave it disconnected the fan will spin at maximum speed) Mind that if you power a 12V fan with 5V, it will spin either much slower, not at all, or have problems starting. More on reddit.com