There are 3-pin connectors that plug into the motherboard, giving you a RPM reading of the fan speed. However, the 4-pin fan connectors can mean two things.
A 4-pin fan connector can be a molex power connector, in which case you would plug it into a molex connector from your PSU. You get no RPM readout from this.
Another 4-pin connector for fans can be plugged into the motherboard. My CPU fan (stock LGA775) has a 4-pin connector, and plugs into the motherboard. That extra pin makes it possible to actually control the fan speed rather than just see it. However, both the motherboard connector and the fan connector must be 4-pin to utilize this feature.