Do not plug those cables from the fans and case into each other. They CAN and should be used with a third-party Controller, though.
Your mobo has only a 4-pin plain RGB header, but the lights in both the two fans supplied with your case and the CPU cooler are of the other type, ARGB. The EZDIY-FAB RGB Converter linked for you above by aigomorla is one way, but it has a significant limit. It CAN convert plain RGB signals from your mobo header to safe ARGB signals for your lights. HOWEVER, the header can only generate the types of display signals that plain RGB lighting can display, and so this method will NOT make full use of the fancier displays a true ARGB Controller can provide. For your situation you are better to buy a third party Controller designed specifically for use with ARGB lights and for installation when your mobo does not have an ARGB header. I suggest the Razer Chroma ARGB Controller
Purchase Razer Chroma Addressable RGB Controller (gaming pc cooling), or browse through our extensive selection of gaming peripherals, and more at razer.com
www.razer.com
with their free utility Synapse 3. You connect to this box a power supply (SATA type) connector from the PSU and a cable to a mobo USB2 header. Then you plug into its output ports the female connectors from each of your lighting devices. Use Synapse 3 software to configure your displays
The CPU cooler and case fans each have TWO cables from them. On each, one ends in a 4-hole female connector about 3/8" wide with two ridges running down one side, and these are for the fan MOTOR in each.They plug into mobo CPU_FAN or SYS_FAN headers. Then the second cable with a wider female connector is for the lights in the fan frame. On the CPU cooler fan, these have the common layout that looks like it had space for 4 holes, but one is blocked off - that is called a (4-1) connector. That fan also has a male version on the same wires to enable a daisy-chain connection system. That is, IF you have another fan like that, you can connect the female from the second fan to the male from the first, and both fans will be connected that way to a single mobo ARGB header. But you are not doing that. On the two CASE fans there are different cable connectors. These are NOT for a daisy-chain system. Each fan's lighting cable has two different versions of 3-pin female connectors, one each for two different types of mobo header. This is only because for a while there were two equally popular styles used on mobos, but the (4-1) type now dominates, so you will not use the simpler 3-hole one on each front fan. Just plug those fans' (4-1) connector into ports of the Razer Controller, along with the lighting cable from your CPU fan.
This will provide power and (software) control of all your lighting devices.