err there should be a hole in each corner of the fan surround, which usually wont be threaded. some cases come with fan holders instead of screwholes etc, but fair to assume if you had one of these you'd have the fan holders aswell.
there should also be corresponding screw holes on any position for fans in the case. you can then attatch the fan either by using bolts or self-tapping screws which will cut into the plastic of the fan-surround screwhole and hold it that way.
if you dont have any holes around suitable fan spots, firstly I'd double check it's suited to a fan, and then yeah I guess the only option is to drill a hole - use the fan's holes as a guide to make a mark with a pen maybe.
FWIW, do you happen to know what case you have?