The Deepcool Gammaxx GT CPU cooler includes one fan and two RGB lighting units - one in the fan frame, and another in the heatsink part. Each RGB unit has its own power/control cord and they both will look the same - four contacts in a locking connector. The fan has a separate fan motor cable ending in a common 4-pin fan female (with holes) connector, with two ridges running down one side of it. The system comes with two different ways to connect to the RGB cables, and you use only ONE of these.
The fan motor cable is the easy one. Just plug it into the mobo CPU_FAN header.
For power and control of the RGB lighting, you have two choices. One of the cable sets includes in its middle a box with three buttons. It has two output connectors on one end that mate with the connectors on the cooler system; its other end has a SATA power connector to get power from the PSU. This cable is intended to use if you do NOT have a way to do all of this built into your mobo.
However, you DO have on your mobo two JRGB1 (or 2) headers at bottom back and top front of the mobo. So you should use the other cable, the one that has NO button box in its middle. It has two outputs for the RGB connectors from the heatsink and fan, and on the other end a female 4-pin plain RGB connector with 4 holes. NOTE that one edge of this connector will be marked to indicate the +12 VDC connection point, and the mobo JRGB headers likewise have the +12 VDC pin marked. Match those when plugging in.
Now, check your mobo manual and the CD that came with it, and look for an app called MSI Mystic Light. If it has not yet been installed, do that. you may already be using that for lighting on the mobo. See manual p. 75. Use this app to control the lighting effects for the particular JRGBn header you used for the Gammaxx system lights, rather than the manual box.