on my 2012 model I get the SMCfan settings across from OSX in bootcamp, I don't have to do any changes or install anything in win7, fans speed up and down exactly how I told them to in OSX. could be different for older models though?
I'm using a mid-2009 MacBook Pro. I don't know anything about whether newer models have better fan control when running Windows. In my experience on my laptop, the default RPM of the fans when running Windows starts off at around 2000 but won't adjust to the tasks I'm doing, such as gaming.
It's only a minor problem now that I use MacFan to adjust the speed. However, I do find driver support for Windows on a Mac could be a log better. I'm considering on getting a Lenovo as my next laptop, as I seem to be using OS X a lot less than I usually do.