Connect a 4-pin connector to power supply
Most fans with a separate PWM-speed-control lead are designed to run at full speed if that lead is left floating. This is a safety measure so that, if the wire comes loose, the system won't overheat due to the fan stopping.

In general, all fans designed for use in PCs use the same wiring. Starting from the black wire, they are Ground/return, +power (almost always 12V but some non-PC fans use other voltages; check the label on the fan), tachometer (wire is grounded by the fan a certain number of times per revolution, usually 2 or 4) and PWM. The PWM wire is always on the end to allow a 4-wire fan to be plugged into a 3-pin connector for either no speed control or PWM control by interrupting the +power pin.

BTW, the link provided in the comment by M. Y., http://pcbheaven.com/wikipages/How_PC_Fans_Work/, with all of its edits, confirms all of this.