To start, a couple hints. Fans with lights in them are really two devices in one unit - a fan MOTOR, and lights in the frame. Each has its own separate cable because electrically they are different devices. Watch out for confusion with the terms "3-pin" and "4-pin". The SAME labels are used for motors and lights, but they mean DIFFERENT things! For MOTORS, the older design with THREE pins and wires can have their speed controlled only by varying the VOLTAGES supplied to them from the mobo fan header. The newer design has FOUR pins and has it speed controlled by the PWM signal sent out on Pin #4. Those two signal systems are quite different. For LIGHTS, the simple plain RGB system uses FOUR pins on its connectors and supplies power at 12 VDC. The more complex Addressable RGB (ADDR RGB, ARGB, or Digital RGB) uses a THREE-pin connector (looks like it had 4 pins but one is missing) and supplies power at 5 VDC. The methods of control between these two, and the supply voltages, are VERY different so you can NOT mix one design with another on the same circuit. In photos where these are sold, you will see that the plain RGB (4-pin 12 VDC) system can do millions of colours, BUT at any one moment the entire fan is all ONE colour. The ARGB system can do many colours around the fan all at one time, so you will see photos showing rainbow effects for these. In lighted fans there is NO correlation between 3-pin or 4-pin MOTORS and which type of LIGHTS (3-pin or 4-pin) are in their frames.
That mobo has ONLY the plain RGB headers on it - the 4-pin 12 VDC system - so you can use only that type of lights. The ML120 Halos line is NOT this type. On the Cooler Master website look at their fan lineup and check (on the left) to show you only the RGB light type. You'll see models like the SickleFlow RGB and several MasterFan RGB units. Other makers, of course, also will have both types of lighted fans to choose from.