Let me help you understand the major RGB lighting systems. There are two currently dominating the computer case market, with a third as a sub-version of one of those. They are INcompatible, so you cannot mix them in one system.
The straightforward system is often called just plain RGB. It uses a 4-pin connector system: one common +12 VDC supply, and three Ground lines, one for each colour (Red, Green, Blue) of LED's along the lighting strip. The four pins of the male mobo header are in a straight line, and of course the female (with holes) connector on the end of the lighting device cable matches that. Along the strip, all LED's of one colour (say, Red) are connected together and share their Ground line. The mobo header (or third-party separate controller box) controls colours by manipulating the Ground lines for each of the three colours, thus producing many different colours using mixes. But at any one time the entire length of the strip is only one colour. On the connectors, the +12 VDC pin (hole) is marked in some way (letters or an arrow) and you MUST match these up when making connections.
There is a variant of this which adds a fourth LED colour to the strip - White - and hence a fourth Ground line so there are five pins on the mobo header. This one is called the RGBW system.
The more complex system is called Addressable RGB or ADDR RGB or ARGB. It uses a THREE-pin connector that look a lot like the 4-pin one, with Pin #3 missing. Thus you cannot plug it in backwards, and you cannot plug a female cable connector into a 4-pin male plain RGB header. The three lines are common +5 VDC and Ground lines, and a Control Line. The same three LED colours are in the strip, But they are all arranged into Nodes, with each Node consisting of one LED of each of the three colours plus a control chip which has its own unique address. The mobo header controls the system by sending down the Control Line data packets containing addresses and instructions. All the control chips listen to the Control Line and do whatever is instructed in a data packet with its unique address, manipulating only its own Node of three LED's.This allows every Node to be different at any one moment, so more complex displays (e.g., a rainbow chasing itself down the strip) can be done.
NOTE that both the power supply voltages and the method of control is quite different between these two systems, and that's why they cannot be mixed together. When looking at web pages and photos of RGB lighting devices (strips, fans, pumps, etc.) take note of whether the device has only one colour showing along all of it, or has several colours showing in one device at the same time. This is a big clue about which type it is. But the conclusive info is the number of pins on the connector, the voltage required on that connector and the NAME of the system - does it say ADDRESSABLE in some form, or just RGB?
Many mobo makers sell some mobos with no RGB headers, some with only plain RGB, some with only ADDR RGB, and some with both types. Each of the makers has their own trademarked name for the free software utility they provide with the mobos to control the RGB headers. BUT the software they each supply can work with BOTH types of header their products may contain, so the NAME of the tool does NOT tell you which type of header HARDWARE is on the mobo, And it is the HARDWARE type you must match between mobo header and lighting device type.
The manual for a mobo will include a statement related to the RGB header (if it has one) about the maximum current (in Amps) the header can provide, and sometimes a related spec of the maximum length or number of LED's it can power. The real limit is the Amps part - the others just help you figure that out if the devices you buy don't tell you about amps they consume. This is pertinent because most mobos have few RGB headers - one to three, at most. So if you have several lighting devices to connect (and they really must be all of the same hardware type) you can get RGB Splitter cables that convert one RGB header into three outputs for devices to plug into. Usually these are for the 4-pin plain RGB type, but since the pin spacing is the same for the two types, that Splitter can be used for 4-pin 5VDC systems as long as you make sure to get the orientation of the connectors correct when plugging them in.
Lighted fans started with what are called LED Fans. In these, there usually is only one colour of LED in the fan frame and they are simply connected in parallel with the fan motor, so that they are lit whenever the fan is running. In some of these, when the fan is fed a smaller voltage to run slow, the LED's may dim. These units have only one cable from the fan that runs to a mobo fan header.
The more recent designs are the RGB Fans and ARGB Fans. These units basically are two devices in one unit - a fan whose motor can be powered and controlled separately from a set of LED lights of one RGB type or another. Thus they have TWO cables - one ending in a common female fan connector (3- or 4-pin). The other ends in a different RGB lighting device female connector, either of the 4-pin 12 VDC plain RGB type or of the 3-pin 5 VDC ADDR RGB type. Be aware that SOME makers of RGB lighting devices use slightly different connector sizes so they do not fit the more commonly-used mobo headers but usually the makers also can supply adapters for that. Also be aware that some mobo makers have used slightly different mobo header sizes, so again there may be a need for an adapter or a maker-specific cable to make the connections.
Before these RGB lighting devices (strips, fans, etc.) became widely used, few mobos had headers to support them. So most makers of these lighting device also market their own controller boxes that both provide the power they need and control the lighting displays. These usually fall into one of three forms. They all have a cable to connect to a power output from the PSU. The simplest is a box you plug your lighting devices into, and attached to that by a cable is another box with pushbuttons on it to set display options manually. Some of these combine the buttons into the one box. Some have options to connect a cable out to a front panel button like the Reset button so that it becomes the control, rather than the pushbuttons. A second variation is similar, except that the control box with buttons uses a radio signal so there's no tethering cable. The third option is a system in which the Controller box also has a cable connection to a mobo USB2 header, and you must download and install a software utility. That software uses the USB connection to communicate instructions to the Controller, and thus you get software control of the lighting displays.
More recently, of course, mobo makers are including RGB headers of the two (or three) basic types on the mobo and providing their own software to control these headers. Thus the mobo header does the two functions of providing power and controlling the display, and no separate Controller box is required. But SOME of the third-party control box systems then also provide an option to connect a cable from their own Controller to a mobo RGB header and a way to allow the mobo to take control of the system that way without using the box's own software utility. In almost all cases like this, be aware that you STILL need to match the mobo header's hardware type (plain RGB or ADDR RGB) to the lighting system Controller box's type, since the control signal systems need to match.
OP, you plan on using a Cooler Master ML360R ARGB AIO cooling system for you CPU chip, and it uses particularly the ARGB type of lighting in its fans.The mobo you specify, the MSI X470 Gaming Pro Carbon, does have one ARGB header on it labelled JRAINBOW1, at bottom front. The manual for the AIO system is here
File Manual - MasterLiquid ML120R & 240R & 360R RGB - V1.0.pdf shared using Egnyte
coolermaster.egnyte.com
It says it comes with a particular advanced Controller box whose manual is here
File Manual - ARGB Controller.pdf shared using Egnyte
coolermaster.egnyte.com
This box with its included cables is for the ARGB lighting portions only of the three rad fans and the pump, so the lighting Hub you need is already included with that system. This box includes a cable to connect from its Addressable RGB port on its bottom edge to that mobo JRAINBOW1 port, and another cable to connect to a mobo USB2 header. You use the Cooler Master software utility to control this box, and apparently there is a way to tell that box to accept the control signals from the mobo header, rather than from the Cooler Master software.
There are RGB lighting devices of unspecified type built into your RAM and graphics card; in both cases how those are controlled is not clear. But I suspect they are done using utility software tools provided with each, so there MAY be ways to control one or both of them using the Mystic Light mobo utility you used for the fans, but I'm not sure. There does not appear to be any need to connect a cable from either of these to a mobo ARGB header.
Power and control of the three rad FAN MOTORS in that AIO system is provided from a mobo CPU_Fan header - see the manual for the AIO system, p.14. The PUMP unit's "fan" connection cable should go to the mobo PUMP_FAN1 header, and the three rad fans' motor cables can all connect to the mobo's CPU_FAN header by using the 1-to-3 Splitter included in the AIO system.
You have not specified what fans you plan to get, other than saying six of them. Others have suggested that might be overkill. I suggest you buy fans of the 4-pin PWM type. Your mobo has four SYS_FAN headers, so you might be able to connect one fan per header without using fan Splitters. NOTE that the manual says these four SYS_FAN headers are configured by default to use the older DC Mode for control. IF you do get PWM-type fans, make sure you change that to PWM Mode for each of the headers, then SAVE and EXIT.
IF the fans you buy are lighted, make SURE you get ones with ADDR RGB type lighting in them if possible. Although your mobo DOES also have plain RGB headers for use with that type of lighting, keeping all your lights the same might be simpler. IF you do that, note this about connecting the ARGB case fan lighting parts. The Controller box with the AIO system has four output ports for ARGB lights. Of these, two are supposed to be used for the lights in the AIO components - one for the pump's lights, and one for a five-output ARGB Splitter to the three rad fans. That leaves two Controller output ports PLUS two unused outputs from the ARGB Splitter free to use for up to four case fans' ARGB cables.
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