Firstly let me start by reminding you or letting you know in case you didn’t the 2011 and 2010 iMac’s Supports up to 3 hard drives internally.
A 3.5, The main drive and yes this model does require a thermal sensor (preferred) but you could use fan control software. The software can be more of a problem and requires you to always find and maintain it where the sensor can be set and forget.
Second drive is a 2.5, and was intended for an SSD ad on sold separately where Apple would install you a second SSD for the operating system. This was way before Fusion Drive came along.
In less you purchased this upgrade when you purchased your machine the cables are missing. However OWC sells the kit including the cables for this however you will need to remove the computers logic board to do this upgrade.
If you’re running one of the later versions of the operating system you can use the slot to DIY a Fusion Drive.
When doing these types of DIY Fusion Drives I recommend a 128 GB SSD when you’re using a spinning hard drive with the capacity between 1 to 3 TB. And 256 GB SSD for anything bigger your 4 to 10 TB drives.
And finally you can replace the optical drive with a 2.5 drive. This is relatively easy to do but does require an additional purchase of an adapter. This slot could also be used for a DIY Fusion Drive.
All the slots can be used for hard drives or SSDs when purchased in the relevant form factor and 3.5 to 2.5 drive adapters can be purchased relatively cheaply.