Hooking up the fan
The MS-01 comes with 2 spare fan headers near the M.2 drives. One has a convenient extension hooked up to it, the other one is right next to it but doesn't have the extension. If you don't need M.2 cooling, the first one is your best option.
If you do need M.2 cooling, you will have to use the second header. You will need to take off the front of the case (2 screws on either side), remove some tape from the USB ports and then remove the 3 visible screws mounting the motherboard. You can then pull up the motherboard just enough to plug in a cable in the header. Be very careful doing this as you don't want to damage the motherboard.
Carefuly route the cable to the top of the motherboard. The side of the case is probably the safest option, there is a little bit more room as opposed to the front.