ricky101:
For the PWM fan you need a simple transistor or logic level mosfet, again a simple seach of the forum has many examples / diagrams.
Forget about the TIP120 transistor or mosfet.
OP linked to a 4-pin fan that has all the drive electronics already inside.
Arduino just has to read temp from a temp sensor, read RPM from the fan, and output ~25kHz PWM to the fan.
Controlling 4-pin fans has been covered many times here.
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Leo..