Your case comes with one fan pre-installed in the rear exhaust location which needs connection to a mobo fan header. There is no spec for whether this is a 3- or 4-pin fan, and that needs to be taken into account when configuring its fan header. I suggest you connect it to the mobo SYS_FAN1 header at bottom rear of the mobo (see manual p. 24). In its configuration (see p. 60), set it to use DC Mode if the rear fan has 3 pins, or to PWM Mode if it has 4.
The Deepcool fans each are really two devices in one unit - a fan motor, and lights in the frame. Each has its own power cable. The fan motors have a cable ending in a normal 4-pin fan female connector and they are PWM type fans. The kit comes with a fan Splitter that can accommodate four such fans and looks like a small triangular box. So plug that unit's cable into one of your other fan headers (SYSFAN2 or 3 near upper front of the mobo, see p. 24) and configure it to use the PWM Mode. Then plug each of your three fans' motor cables into this, and all three will be controlled by that one header identically.
The fan set comes with two different ways to connect their lights, and you use ONE of these. The lights are of the plain RGB type, and your mobo has the correct header for this. For mobos that do not have any way to power and control RGB lights, the set includes a cable with a manual controller box in its middle and a SATA power connector on one end. Ignore that. The other cable has one 4-pin RGB female connector on one end and three RGB outputs for the fan lighting cables on the other. Plug the female RGB connector into your mobo's JLED1 4-pin header (see p. 24) at bottom rear again. NOTE that the connector and the mobo header have marks on them indicating the +12 VDC line, and you must match those up in making the connection. Then plug your three fans' RGB cables into the outputs of this RGB Splitter. When you've got it all set up, ensure that the MSI Mystic Light software tool that comes on the CD with your mobo is installed, and use that to power and control all those fan lights from that mobo header.