I use MSI motherboards and their BIOS has all kinds of options for the CPU fan as well as the fan headers.
The MB fan headers are not in use so I have them disabled which is the default.
The CPU fan is enabled but the alarm is not. The Alarm can be set to one of several temperatures.
I can post screenshots of my BIOS if you need clarification or you can find the manual for the MSI X470 Gaming Plus or MSI X570-A PRO on the MSI support pages.