How would I connect a ceiling fan if I don't need a Wall switch?

The FAQ should help. (This is a clickable link) although it says Alexa in the title, the same methods apply as long as you are using SmartThings.

If you don’t want to use a wall switch, you don’t have to with two of the three methods listed in the FAQ. One has a handheld remote you can use instead of the wall switch, and with the other you can put the wall switch inside the fan canopy instead, although then you have to figure out what you’re going to use to control it

So Why don’t you go read the FAQ and then come back and ask any follow-up questions and we can help figure out what would fit your own set up best. :sunglasses:

Oh, and here is a project report showing how you might put the fan switch inside the fan canopy instead of on the wall: