Yeah, mine are connected to the motherboard as well. I tried connecting them to the gpu first (with a mini 4pin adapter), but it looks like nvidia works with actual fan rpm instead of pwm percentage. No matter how much I tweaked it, I couldn't drop the pair of Silent Wings 3 below 1200rpm, which is the minimum rpm of the factory fan. Before buying the graphics card, I searched as well for one with a compatible fan connector, but now my advice is just buy whatever and hook the fans to the motherboard.
In any case, I'm using the MB's 2nd pwm connector (thankfully is true pwm), with cpu temp as a basis (don't really use any workload where I only stress the gpu) and even though it could use some more tweaking, I'm liking the result for far: a 75C result on the stock cooler dropped to 49, with the fans at 1050rpm. Boost clocks were stable through the test too, so I'm assuming the vrm's (thank you nvidia for not including vrm temp sensors, really smart that) are fine under the stock baseplate.