K, here is what the case speaker will look like:

The cable will be plugged into the motherboard, and the speaker will most likely be attached to the bottom of the inside of the computer case. It might also be attached to one of the walls of the case, but it shouldn't be too difficult to find.
As far as knowing which fans to turn off, as long as you don't mess with any fans attached to the motherboard, or the PSU fan, you should be okay. Most PSU fans won't let you adjust/turn-off them anyway, so that probably won't be a problem. All newer CPUs will have a fan, which will be the biggest fan on the motherboard. Older ones don't generate as much heat, so they will just have a heatsink. Also, newer motherboards may have another heatsink and/or fan for the north bridge, so if you see more than one fan or heatsink on the motherboard, that is why. You want to leave these alone, because if you disconnect them, those components will very quickly overheat and fail.
However, you can safely turn off the case fans (at least for a short while). These will be any fans not hooked to the mobo. They may be located on the back of the case, below the PSU, on the front of the case at the top or near the bottom, on the top of the case, or on the sides of the case. They are necessary, but having the computer run without them for a short time for troubleshooting purposes won't hurt your computer.