OK, some of the info in the Captain 240 EX manual is not complete, but I think we can figure it. This is for the non-RGB AIO version, called simply the Captain 240EX without the RGB thing. It appears the system is designed to have the pump unit run full speed all the time, and the two fans on the radiator have their speeds controlled by the mobo CPU_FAN header. The system comes with a simple 4-pin fan Splitter iwth four output sockets so you can connect both rad fans to the single CPU_FAN header. Do that and you can check the configuration of that header in BIOS Setup - see mobo manual p. 34. Use the normal Automatic control profile and verify that it is already set to use PWM Mode. For the PUMP, plug that into the PUMP_FAN1 header and go to its configuration screen. Set its profile to run the pump at full speed all the time using DC Mode. After making any changes in Setup, remember to SAVE and EXIT.
That leaves you with four SYS_FAN headers for six case ventilation fans. You do not say, but I will assume that all of them are of the 4-pin PWM type. You do say that two of these are "Arctic with PST", which I suspect means they are the Arctic Cooler P12 PWM PST models. Those have unique wiring with their cable ends containing both a standard female fan connector and a male fan connector missing Pin #3. The intent is that ANY 4-pin (PWM type) fan can plug into that male connector to share the power and control signals fed to the first fan from a mobo header. In effect, each such fan comes with a built-in 2-output Splitter to let you connect two fans to one header. and of course, one way to use that is to simply daisy-chain many such fans, as long as the total fan load on a single mobo header does not exceed 1.0 A. Those particular fans pull at most 0.08 A each, so stringing them together is not an issue.
Alternatively, for each of those P12 PWM PST fans you could plug into its male output connector one of the NON-P12 fans, making in each case a set of one P12 plus one other fan, and plugging that pair into one mobo SYS_FAN header. (When you do this, recognize that the speed of the second fan will never be "seen" by any fan speed system, but that does NOT affect ability to control the fans' speeds.) This would work just fine as long as the second fan in each case is also of the 4-pin PWM type. So far you will have four fans connected to two mobo SYS_FAN headers, leaving two more such headers available for use with the two remaining fans. Got 'em all done!
Assuming that all of those six case fans are PWM type, you do need to CHANGE a configuration in BIOS Setup - see manual p. 34. It says that all four of the SYS_FAN headers are pre-set by default to use DC Mode. Change all of them to PWM Mode, than SAVE and EXIT.