You will probably need a 4 pin PWM fan for the CPU if you want fan control there. I say probably because some Asus boards built in the ability to control traditional 3 pin fans from the same 4 pin CPU header.
Once you've established that there should be an option in the BIOS to enable the fan control; some BIOSs just allow for on or off while others offer very specific options. Alternatively you can download SpeedFan to control fan speeds from within Windows.