How do I connect a ceiling fan without a light kit?
Personally, I would follow the instructions for wiring it as if it did have a light kit. You, or someone else, may someday want to add one, and that's far simpler if you can just remove the cap, plug in the connector, and bolt the light fixture in place. They may still want to rewire in order to put the lights under control of a wall switch rather than or in addition to the pull chain, but if not...