That depends on you. WHAT do you want the fan to do? The yellow wire is power when the key in in run, so, if all you want is the fan to come on when the key is in run, then wire it to the fan. Although, if it was ME, I'd run it through a relay FIRST and then let the relay run the fan load. This will keep possible fan motor feedback from keeping the ignition live after the key is cut off.
