The sealed units like the Corsair H60 come pre filled and normally you wouldn't need to add extra. However small amounts of the cooling liquid does slowly evaporate though the piping and seals. I believe some of the sealed ones can have the cooling liquid topped up but I'm not 100%.
Normally the cooling liquid wouldn't be actual water and if it is it would have to be pure water, because any imperfections in water makes it conductive, so if they leak they could destroy your electronics. The principle behind liquid cooling on the other hand is that air doesn't conduct heat very well from other sources like liquid and solids, Liquids conduct much better, so we move the heat away from the CPU or GPU using liquid that then gets replaced...