Go ahead, as others have said. It will work just fine.
Actually, that AIO system uses connections in a "non-standard" way because it is designed to operate differently from a "normal" FAN and HEATSINK type of CPU cooler. In this Corsair system all of the power for the pump and the rad fans is routed through the pump, and is fed to the pump by a wide connector that plugs into a SATA power output connector direct from the PSU. So it takes NO power from the CPU_FAN header. CONTROL of the pump and fans is done by electronics in the pump unit, and settings for that are managed by the iCUE software utility supplied. That software communicates with the pump via a cable from it to a mobo USB2 header. There is one piece of info from the pump that must be carried to the CPU_FAN header, and that is the SPEED signal of the pump. It is fed there by a single wire to Pin #3 of the CPU_FAN header, and that's what that one-wire connection is for. That header monitors that speed signal for NO signal indicating FAILURE if that ever happens. Such a failure triggers rapid warnings and possible shut-down to prevent overheating damage to the CPU chip if NO heat is being removed.