It would be safer and easier to cut & strip the wires on both the fan and power supply and use appropriate wire nuts for stranded cable to make the connections. Then use a small bit of electrical tape to secure the wire nuts.
This of course requires you to cut the tip off of the power supply. If you give yourself some extra wire coming off the tip when you cut, you could always re-attach later if you needed to. I WOULD NOT recommend taping directly to the tip, it is very insecure and you could accidentally apply voltage/current to your receiver case or some other electronic device, or yourself/others.
Fan wires... red =12v, black=ground, yellow=sensor/speed control
leave the yellow unconnected and the fan should run at full speed.
As far as the wiring color code in the power supply, it's probably something similar, use common sense.