I didn't buy the fan yet. I just read the directions on the outside of the box which said to run it to a 20 amp circuit so I don't know if it has a control switch. What is it?
Some multifunction appliances have a 'special' switch included in the package.
Usually, the package will have a list of components that are included.
If you plan to have a wall mounted switch(s) #12 wire would have to be run from switch box also.
If you wish to have the light and the heater controlled separately, 12/3 would be needed!