These are the components that I've used in the past:
1) Pump
2) Heat Exchanger Radiator (fan assisted or passive)
3) Flow Sensor/Monitor (maybe optional)
4) Pipes
5) Cable/Zip Ties or Jubilee Clips
6) Coolant Fluid
7) Expansion Tank/Reservoir (maybe optional but would highly recommend)
8) Heat Exchanger Cooling Block (for CPU/GPU/Chipset/RAM/HDD/VRM (voltage regulator module))
9) Grommets (usually 2x to protect pipes if they go outside the case to an external radiator or reservoir)
There are pump and reservoir combos but I have never used them or pump, reservoir, and cooling block combos which I have had problems with (pump seizing up), you can also get sealed loops with all the components connected but again the longterm maintenance can become a problem.