What you need is RGB Splitters. Similar to fan Splitters, these devices allow you to connect several fan's LIGHTING cables to a single mobo plain RGB header. And just to remind: your mobo has a plain RGB header with 4 pins, not the ARGB header with 3 pins. So all your lights must be of this plain RGB (4-pin, 12 VDC power) design. The CoolerMaster MasterLiquid ML240L RGB system DOES have that light type, so just be sure to get that type also in your fans.
When you use a Splitter like this, you must keep in mind the power supply limit of the header you are using. Your mobo says it can handle up to 3.0 A (36W at 12 VDC) total load. The ML240L RGB system specs show the pump uses 2.2 W for its lights, and the system contains two Sickleflow 120 RGB fans, with lighting loads of 0.09A or 1.1 W each. That is a typical lighting power requirement for fan lights, so let's assume for now that your other four fans will have similar loads. So that is 6 fans at 1.1 W each for lights, plus 2.2 W for the pump lights. Total is 8.8 W, well below the load limit for your header. So it is just fine to connect all of those to your one header using Splitters.
I suggest you get something like this
https://www.amazon.com/TronicsPros-...&keywords=RGB+Splitter&qid=1613277967&sr=8-55
That is a two-pack of plain RGB (4-Pin) Splitters with four output arms each. Note that all of the connectors on them are female (with holes), and they come with little gender-changer adapters that convert females to males. You need those, because the outputs from the arms must be male (with pins) for your fan lighting cables to plug into. Do NOT buy any Splitters that don't have those adapters to make the outputs male. With the two of these, plug the second one into the output of the first. This "stack" of two Splitters will give you seven male outputs to feed the lighting cables from your six fans and one pump, all from your single plain RGB mobo header. Then, of course, you will run the MSI Mystic Light utility to power and control all the lights from your keyboard.
Just a note. The ML120L V2 RGB system includes a small manual 3-button box that you connect to a PSU power output, and then you plug the lighting cables for the fans and pump into that using a small Splitter. This is how they give you ability to power and control the lights without any mobo header. But you will NOT need to use those bits. Simply plug the two rad fans' and the pump's lighting cables into the stack of RGB Splitters as above, and skip the manual box and its Splitter and power cable.