Please, post pictures with your FAN connection to the board.
EDIT : I've just checked and FAN in okdo is only 2-wire:
so to control it's speed via PWM you have to add additional circuit like on this page :
https://forums.raspberrypi.com/viewtopic.php?t=194621&start=50
You need to connect GPIO wire to either PWM0 or PWM1 (one you would like to use to control FAN speed). Without this additional circuit you can't change the speed of 2-pin FAN. The other option is to buy the 3-pin FAN for 5V with additional speed control wire.
