Those fans are (usually) very simplistic devices.
They started with two wires, and in the fan there was just a HALL sensor and a transistor, and even those could run on whatever frequency you put in them.
Then came the need for some speed feedback, and for that a third wire was added to break out the signal from the HALL sensor.
This had a little problem though, because there was no speed feedback during the "off" time of the PWM cycle.
So a 4th wire was added, so the HALL sensor always has power and can give back speed information.
But the fan itself is still very simple, not much more then a permanent magnet, an electromagnet a HALL sensor and a transistor as a power switch.
Unless of course you have some kind of fancy fan. They may have built in temperature controllers, LED lighting an all bets are of.