It would be quite impractical to "connect all the heat parts to ..." The large heat generators include the CPU, all RAM modules, the GPU, the Northbridge and Southbridge chips, the audio chip, the bus controllers, the resistors and capacitors of the mobo's Voltage Regulator circuitry, the HDD's, the optical drive, etc. NONE of these is made in any "standard" physical form so that you could design a "standard" type of heatsink for each type, fasten it on, and then connect to an enormous network of tubing - either solid metal heatpipes or liquid-flow tubing - to move the heat outside. A more practical solution might be to design like a household air conditioner (but excluding the compressor system). Install one or more large heat exchangers inside a sealed case, plus several fans to move air around rapidly so that air can carry heat from generator elements to the heat exchanger. Use a liquid loop to pump the heated liquid outside to another heat exchanger with its own fans to blow cooler outside air through the exterior exchanger.
Sounds expensive and complicated to me, with a higher active component count leading to higher probability of failure.