That AIO system has two possible ways to power and control the LIGHTS in the rad fan frames and the pump unit. Each of those units has TWO cables - one for motor power to fan or pump, and another for lights, and this related only to the lighting cables.
The system comes with one two-branch cable that plugs into a SATA power output from the PSU to provide power to the manual 3-button box for lighting control. (Its second branch merely gives you a "replacement" SATA output connector.) Then there is a lighting SPLITTER box that plugs into that manual box's output connector and has five ports for the LIGHTING cables from two rad fans plus one for the pump. Using those components you can power and control the lights with NO connections to the mobo, but that means your ONLY control is by the manual box.
The alternative is NOT to use the manual box at all, and make a connection to one of your mobo's 3-pin ADD GEN2_1 or _2 headers. See mobo manual p. 1-2, two items coded 11 at upper front and bottom middle. To use things this way, do NOT use the manual control box and its two-headed power cable. Instead, take the input end of the lighting SPLITTER box cable and plug it into a mobo ADD GEN2_1 or _2 header. Note that your AIO system comes with a separate cable for this with two ends, one for each of two different types of ARGB mobo header - just use the wider one that looks like it had 4 holes but one blocked off, and fits your mobo header. When connected this way, the lights in your AIO components will be powered and controlled by the mobo header run by ASUS Aura Sync.