Update: The SATA power cable coming from the front panel looked bigger than normal to me and it didn't occur to me to attach it to the PSU via a SATA power supply cable. This cable is indeed the same that you use for a HDD. I simply connected this cable to the PSU and the power button light lit up. You then just simply take the 3x1 RGB splitter cable, hook it to all the fans and then there is one similar cable left coming from the front control panel. Attach the end of your 3x1 RGB splitter cable to this remaining cable and your fans should fully work. The fans spinning action is totally separate from the power required for the RGB. I feel like an idiot because I originally missed that SATA power supply cable and had no idea where it was supposed to go, but in the end I'm very happy with my purchase. This case looks awesome in person, especially now that it's finally working as it should. Lol : ) The directions that came with it really could be much better.
Original post: I am having the same exact problem. I do not have a RGB header on my mobo, but was under the impression that I could still control the RGB fans by the button on the front panel. Not to mention, it says that an RGB controller is included, which I'm assuming is built in on the front panel because I did not receive a separate RGB controller. Having an RGB controller would mean that I should not need an RGB header..... just power to the RGB components....correct? Sorry I'm kind of a newbie.