The case included three Corsair SP120 RGB PRO fans for the front, and a Lighting Node Core box that they all must plug into. They should be plugged into the Core unit's first three ports. Then the Core needs TWO other connections. It has a wide connector to plug into a SATA power output from the PSU for power. Then there's separate cable that runs from a socket on the end of the Core unit to a mobo USB2 header. That USB cable is how iCUE can communicate with the Core unit. If it is missing, iCUE cannot find anything!
iCUE should have tools in it to configure BOTH the lights in the three fans AND the speed control of them. Those will be on different pages. Normally you'd let it do its default automatic fan control plan. That WILL...