You aren't going to find many new motherboards for the Q6600, that is going back 5-6 generations. Not finding very many overclocking LGA775 boards myself.
There are two types of water cooling. Closed Loop, and Open (Custom) Loop.
Closed loop are sealed coolers that comes with an integrated pump, hoses, and radiator/reservoir. More or less as easy to install as a heatsink/fan. Usually about 50-70% more costly for the same performance as high-end heatsink/fan. Great for space saving.
Custom loop coolers are when you buy a separate water block, pump, hoses, radiatior(s), coolant, reservoir and assemble it your self. There are various kits available, but you are looking at hundreds to build your first set up.
In either case you need fan/radiator locations in your case. 120mm, 140mm, 240mm (240mm x 120mm rectangle) or more depending on size of the radiator.