The Cooler Master MasterLiquid ML240R AIO system is designed so that the PUMP part always runs full speed, and the speed of the FANS on the Radiator is manipulated by the mobo CPU_FAN header to keep the CPU's internal temperature under control. For that to work, you should set the items up this way.
The PUMP has a two cables from it. One ends in a 3-pin female (with holes) fan connector that you should plug into the CHA_FAN2 header of your mobo below the CPU socket. See your mobo manual, p. 83, and set the configuration of this CHA_FAN2 header as: switch set to PUMP function, Control Mode set to PWM (this will ensure the pump always receives a full 12 VDC power supply from the header), Setting to "Normal" or "Standard", Temp Source set to CPU internal Sensor. After setting options, remember to SAVE and EXIT (may do this later after setting other header's options). For now, we'll leave the other cable for the RGB lights to later.
The two Radiator fans also each have two cables from them. On each, one ends in a 4-pin female (with holes) fan connector. The system comes with a 2-output fan Splitter you use to connect both of these fans to the mobo CPU_FAN header - see p. 82. Configure this header similar to the one for the pump, except that there are no options for Switch setting or Temp Source - these two are fixed for this header: Control Mode set to PWM, Setting to "Normal" or "Standard". This will allow the mobo CPU_FAN header to alter the speed of the radiator fans according to the standard cooling requirements, as guided by the temperature sensor inside the CPU chip, and using the new PWM Mode to control the speed of these 4-pin fans. After setting options, remember to SAVE and EXIT.
Now on to the lighting connections, which you may have done already. The system comes with Cooler Master's most advanced RGB Controller, and the lighting devices mounted in the pump and fans are of the more complex ADDR RGB type. Although the Controller can be connected to a mobo RGB header to be controlled that way, your mobo does not have one. Thus the Controller is the only way to control those lighting units, and even then you have two options. You can use the manual buttons on the Controller to change settings. (As another option, there are ways to connect cables from the Controller to case buttons like the Reset and On / Off buttons to give you some manual control from the front of the case.) But the best option is to use an included cable from the centre port on one end to a mobo USB2 header, and then install free downloadable MasterPlus software. It uses the USB connection to communicate with the Controller box, thus giving you software control of the lighting units.
The AIO system comes with a three-output ADDR RGB Splitter that you can use to connect the RGB cables from your two fans and the pump to a single mobo 3-pin ADDR RGB header that you do not have. Or, you could use it to connect these to a single output port of the Controller, in which case all the lighting devices will do the same thing - "synced". But the Controller actually has four separate output ports, so alternatively you could NOT use that Splitter and simply connect each fan's and the Pump's RGB cables to the ports of the Controller. This might allow you to make each lighting device do different things if you want to. Of course, the Controller also has a port to connect to a SATA power output from the PSU for power to the Controller and its lighting devices.
The manuals for the entire AIO system, for the ARGB Controller, and for the MasterPlus software all are available for download when you click on the DOWNLOAD tab of the AIO system's main web page. Also from there you can download the MasterPlus software itself.