For your situation you need to make connections this way.
To start you will need a 4-pin Splitter so that you can connect BOTH rad fans AND the pump motor to the CPU_FAN header. IF the Splitter you got with the system has THREE output s"arms" that will do it. Otherwise get one with 3 or 4 outputs. Plug the Splitter into the CPU_FAN header. Look closely at the output connectors of the Splitter. Only ONE of those will have all four pins - the others will be missing Pin #3. Plug the PUMP connector into the output arm with all 4 pins. Plug the rad fans into the others.
On start-up go into BIOS Setup. See your mobo manual p. 20. As soon as you start, hold down the Del key until the BIOS Setup opening screen shows (p. 20 or 21). Use F6 to get to the Smart Fan 5 screen (see p. 32). Go to the screen for the CPU_FAN header and set options this way.
Fan Speed Control to Normal.
Fan Control Use Temperature Input to CPU (you may not have any other choice).
Fan Control Mode to PWM (not Auto or Voltage).
Fan Stop to DISabled.
Temperature Warning Control to 80C (may be changed later if needed).
Fan Fail Warning to ENABLED.
When done, back out using the Esc key to Main Menu, then use F10 to reach the Exit Menu (p. 37). There choose SAVE and EXIT Setup to save your settings and reboot.
This uses a quirk of fan designs so that the CPU_FAN header is used for several functions. If you plug an older 3-pin fan into a fan header using the newer PWM Mode of control, that fan will always run full speed. The PUMP unit is wired like a 3-pin fan. So making this connection and setting PWM Mode ensures that the PUMP connected there via the Splitter will run full speed as it is INTENDED to do. Plugging the PUMP into the only Splitter output with all 4 pins will ensure that the header receives the speed signal from that pump, which is important. In addition to controlling fans, the header monitors the SPEED signal it gets to be sure there IS some cooling happening. For this system, the most important item to monitor for failure is the PUMP, so that's why you connect this way. The speed of the rad FANS will NOT be monitored, so YOU should just look from time to time to be sure they both still are working. Meanwhile, the rad fans' speeds WILL be controlled by the signals from the CPU_FAN header according to the temperature measured inside the CPU chip by a sensor built in there.
Use the mobo SYS_FAN headers only for case ventilation fans. For them the Temperature sensor to use is the one on the mobo, not the one inside the CPU chip.