Yeah, the trick is figuring out what the PWM frequency is on the rambo board running marlin. I don't see it in Marlin anywhere and I can't find any documentation on the Ultimachine site or anywhere else.
The F setting is only available in reprapfirmware, not in Marlin.
In that case, just play around with the frequency until you find something that works. PWM is what it says - Pulse Width Modulation and it's just a way of switching on and off quickly but also varying the ON time compare to the Off time. So there can't be anything unusual about the way that the Duet does it compared to how some other board does it apart from the switching frequency. You could also play around with the "B" parameter (blip time). If the fan kind of oscillates but doesn't actually spin, a quick blip is a like a kick start to get it going.
I've already played around with it from 1hz all the way up to 25000. At lower hz it cycles slowly until about 6 or 7 hz then it won't run at all unless the pwm is set to 255. at higher increasing hertz it won't start running until about 2000, and then at pwm settings of 250 or higher. Going to higher frequencies and it can start spinning as low as 200, but I think the speed is not really changing.
If I get a chance I'll through my scope on it and see what's happening.