Update your post to include full system hardware specs and OS information.
Which model AIO?
What Controller?
Likely depends on the controller "kit". May or may not include cables and thus the cables may need to be purchased separately.
Google "How to connect RGB fans and coolers" and filter the search to the last year.
There will be quite a number of websites presented. Good, bad, indifferent.....
Here is an example:
https://fixingport.com/connect-rgb-fans-to-motherboard/
May not fully or even in part apply to your build but the link does provide some basic information that you should understand before proceeding.
Do some additional reading and watching then, as you learn, revise your search criteria as applicable to your build.
Overall, the User Guide/Manuals applicable to your build are the key documents. Many User Guides/Manuals often refer back to the manufacturer's website for more up-to-date information.
Check website Forums and FAQs for user posted questions and problems related to cooler and fans. RGB or otherwise.
Plan out your RGB connections cable by cable, connection by connection, pin by pin. Draw a sketch showing cooler, fans, connectors, cables.
Make sure that you correctly identify the motherboard connections before plugging anything in. Read the labeling carefully.