ok, first things first, there are cards like the msi seahawk and the evga hybrid that are all in one cards and come with the radiator and hoses and what not already attached and filled with water.
IF you are choosing this because you want to some day expand the loop, or want it custom designed, or both, start here...
http://www.tomshardware.com/forum/277130-29-read-first-watercooling-sticky
there is probably more information here than you could ever possibly need, but at least any detailed questions you need answered will be there somewhere.
for building a loop, you need a few basic parts.
-a block for the component to be cooled. the chard you have chosen has that built in.
-a radiator with fans to dissipate the heat. fans are usually sold seperately unless its an all in one setup, and you want "static pressure" or SP fans.
-a pump to move the fluid through the loop.
-a reservoir to hold the fluid
-a fitting for every used connection of every part of the loop, usually 2 per component unless otherwise attached(like a pump/res combo)
-hosing to connect the components
-and a coolant fluid of some kind with applicable additives. you can get premixed fluids of all kinds, but if you use distilled water you'll want anti-corrosives and biocides of some kind.
that should get you started, if you have more questions, there are a ton of people here that can help so dont hesitate to ask.