That fan takes 1A at max speed, I don't know how much those fan leads are rated for, but more likely to be for normal fans that won't draw above 0.5 A. Normal fans run around 100 ohms so it depends on what method they use to regulate those lines and the load rating - the cheapest variable voltage regulators can only put out about .5A at best., so I assume that's what they are using
. If you build the rheostat into the red or black lead of your fan, the connectors that came with the fan will still be at 12V. So while you are getting parts, you might want to get some crimp-on quick disconnects. Cut one fan wire and put a set of male and female on the cut ends. Then solder a length of two conductor wire to the rheostat and put another set of QDs m and f on the ends of those wires. Then it would be easy to put the rheo in or take it out for use elsewhere. Of course, you could use small wire nuts just as well but the spade or bullet QDs would look more professional.
.bh.