The web page for that AIO cooler says you will have everything you need. Please check: the web page says the controller that comes with that system is a new one with four buttons on the case front, four sockets down EACH side of the case, a wide single socket on one end, and three sockets on the other. If that's what you got, it is their newest RGB controller and a VERY capable unit.
Assuming that is what you have, there are several cables to connect to the RGB controller. One ends in wide connectors and goes from one end of the box to a SATA power output connector from the PSU to get power for all the lighting effects. One is a RGB splitter that allows you to connect three items - the pump and both rad fans - to a single Controller output port. Doing it this way will have all three of those devices' RGB systems display the same thing simultaneously, and leave you with three spare RGB ports for future use. One cable connects from a micro USB socket on the end to a mobo USB2 header. And finally you can connect the remaining cable to the ADDRESSABLE RGB header on your mobo (not to any plain RGB Header and to the ADDR RGB socket on the end of the Controller.
When you first turn on your system, there is one button on the Controller that changes which type of RGB lighting system you are using. (This is the first controller I've seen that says it can handle both.) It should be set to use the ADDRESSABLE RGB type, not the "plain" RGB (5050 style) system.
Now power AND control of all the RGB systems in the pump and fans is done by this Controller. But how that is done appears to have three options.
(a) The simplest is the manual buttons on the box, but that means you need access to it. There is a way to give you partial access to some of its manual functions via your case's Reset switch with another cable, but I don't recommend that.
(b) You can download a software utility from Cooler Master and run that. It communicates with the Controller using that USB2 connection and you can use it to adjust all the RGB functions.
(c) This is not clear in the Controller manual, but I have to assume there's a way because they provide the cable to connect that Controller to the mobo ARGB header. There should be a way to let the mobo's ARGB control signals feed into the Cooler Master Controller to tell it what to do. Then you would use the mobo's RGB utility software, rather than the Cooler Master tool, to control the lights. My suspicion is that the Cooler Master system might be better, but maybe not. You probably have a choice which way to do this, but check with Cooler Master Sales or Tech Support for details.
All of this is solely for control of the RGB lighting effects. The motors of the pump and two fans are controlled separately using separate cables from each device, and that is covered in the system's installation manual. What may not be quite clear there is a couple details. This system intends to have the pump run at full speed all the time, and all control of the CPU's cooling is done by changing the speeds of the pair of fans on the radiator. So the fans (probably using a splitter supplied with the system) plug into the CPU_FAN header. It should be configured in the default settings of automatic control using the PWM Mode. The Pump should be plugged into another mobo header - preferable something like CPU_OPT or PUMP or some such if you have it. Otherwise use a CHA_FAN header. This header should be set also to PWM Mode if you have a choice, and to full speed constantly (not automatic), often called "Turbo" or something similar. After adjusting fan header configurations, remember to SAVE and EXIT from BIOS Setup.
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