Can I plug a 4 pin fan into a 3 pin header? (PWM)
The 4 pin fans simply use a 4 pin version of the 3 pin Molex connector used on older fans.
The 4th pin is the PWM input signal. When pin 4 is connected to +12V (or unconnected) the fan motor runs. When pin 4 is connected to ground, the fan motor stops. Speed control is achieved by switching the PWM signal a few hundred times per second (varying the amount of time spent in the on and off states).
No current is taken by the fan on the PWM line - it's purely for control. Motor power comes from the standard +12 V line.