You do have limits on what you can do - that mobo has only one CPU_FAN header and one CHA_FAN header. However, both can be configured for 3-pin or 4-pin fans, and there IS a good way to connect that Cooler Master Masterliquid Lite ML240L V2 AIO system. Don't just plug in anywhere - you need to do it right. I'll detail how, and tell you why.
First a few background items. Each of your fan headers can do automatic fan speed control. Each alters its fans speed according to a temperature measured by a related sensor. For the CPU_FAN header, that sensor is inside the CPU chip as built. For the CHA_FAN header the sensor is on the mobo, so it is used only for case ventilation fans. Each header has three functions: provide power for the fan, provide some means of controlling its speed, and monitor its speed signal (sent back from the fan to the mobo on Pin #3 of the header) for FAILURE (no speed signal). Failure will pop up on your screen a warning so you know and can take action. Failure of the CPU cooler is much more critical, and many mobos will react to that with a lot more than a warning. It may shut your system down completely within a short time without even waiting for the CPU temp sensor to show high temps, just to protect the CPU.
An older-design three-pin fan plugged into a 4-pin header that actually is using the new PWM Mode of fan speed control can NOT have its speed controlled - it will always run full speed. Your AIO system, like most, is designed to have the PUMP run full speed all the time, and do all control of CPU cooling solely by altering the speed of the FANS on the rad. So the fan is wired like a 3-pin fan and can be connected to a header using PWM Mode to achieve this.
In an AIO system, the most important part to monitor for FAILURE is the PUMP. If it fails there is no coolant flow to move heat and overheating of the CPU is rapid. If one or even both rad fans fail but the pump is working, there is heat flow (via liquid) through the loop, but poor or no heat removal at the rad, so the system heats up slowly. Slow temp rise can be handled by a different process in the OS that will slow your sytem and later stop it as temps rise. So it is important that the PUMP speed of your AIO system is the item that is monitored closely by the CPU_FAN header.
You will need to buy a small accessory -a SPLITTER - so you can connect the pump and the two fans of your AIO system to the CPU_FAN header. That puts all CPU cooling under its control, and leaves the CHA_FAN header available for case fans. You MAY need another Splitter if you are using more than one case fan. When you use a Splitter you need to recognize that any mobo fan header can supply power to its fan(s) up to a max of 1.0 A current. Most computer fans will specify their max current so you can add all of those for all the fans you connect to ONE header via a Splitter. For example, on that AIO each rad fan motor can draw up to 0.15 A, and the Pump motor can draw up to 2.36 W at 12 VDC, so that's 0.20 A, total of 0.50 A for all three. (The power consumed for LIGHTS in the fans and motor is done separately and has its own limit from the mobo RGB header.) A SPLITTER is a simple device with one input "arm" that plugs into the mobo CHA_FAN header, and two or more output "arms" for plugging in your fans. You do NOT need a fan HUB - a different type of device that has a third type of connecting "arm" that must plug into a power output directly from the PSU. An example of a suitable Splitter (actually, a 2-pack of them)
https://www.amazon.ca/Cable-Matters-Pack-Computer-Splitter/dp/B07PXLHNZ6/ref=sr_1_5?crid=36U2B1TFZTRVR&keywords=fan+splitter+4+pin&qid=1652927698&sprefix=fan+splitter,aps,90&sr=8-5
NOTE something important. A fan header can deal with the speed signal sent back to it from only ONE fan. So a Splitter (or Hub) will send back to its host header the speed of only ONE of its fans and ignore all the others. In Splitters like the one above, this is done simply by having all four pins in only ONE of its output connectors, and omitting Pin #3 in all the other outputs. So in your case, OP, it is important to plug your PUMP into the Splitter's 4-pin output connector, and the rad fans into the connectors with missing pins. That way the CPU_FAN header can monitor the PUMP for possible failure, but it cannot monitor the rad fans that way. YOU should look from time to time to be sure the rad fans are still working.
One last note. A lighted fan such as your rad fans is really two devices in one unit - a fan motor, and a set of lights in its frame. It has two separate and different cables, one for each. Your PUMP also is wired that way. So for most of the rest here I will talk about the MOTOR power connections.
Finally, the plan. Take a Splitter and plug that into the CPU_FAN header. Take the PUMP's 3-hole power cable and plug that into the one Splitter output that HAS all FOUR pins (it simply won't use Pin #4). Plug the two rad fans' motor cables into the other two Splitter outputs with missing Pin #3. Once your system is all set up and turned on, go into BIOS Setup - see its manual here
https://dlcdnets.asus.com/pub/ASUS/...UF_GAMING_Intel_500_Series_BIOS_EM_WEB_EN.pdf
Start on p. 5 to get into Setup and the EZ Mode menu on p. 6. Click on the box at bottom centre to get to QFAN Control (p. 10). Select CPU_FAN at upper left, then at upper right make sure it is set to PWM Mode, not Auto or DC. At the bottom I recommend you start with the Standard Profile. Before you leave here, IF you want to configure your CHA_FAN header select that at upper left and set its options. Assuming you have 4-pin case fans, set this header to PWM Mode, too. Click Apply at the bottom, then Esc back to EZ Menu. There hit F10 to get to the Exit Menu (p. 61) and there choose Save Changes and Reset to save your settings and reboot.
Your rad fans and pump (and maybe case fans) have second cables ending in wider connectors with four holes, and a special mark on ONE END hole of each. That is the +12 VDC line in this RGB connector system. When you plug that into a male output connector or header, you MUST match that hole with the marked +12 VDC pin of the male. Your mobo has one RGB header at the bottom edge near the rear. You can get RGB Splitters to allow you to connect several fans' lights together to that one header, similar to how the fan motors were done. Here's an example of a 4-pin plain RGB Splitter with five outputs
https://www.amazon.ca/Splitter-Connector-Extension-Computer-Motherboard/dp/B08L4PRZM7/ref=sr_1_5?crid=2WZCJFQBV05CO&keywords=RGB+Splitter&qid=1652929042&sprefix=rgb+splitter,aps,111&sr=8-5&th=1
NOTE that all the connectors on this are female, and it comes with five gender-changer adapters to convert its outputs to males. Do NOT buy a Splitter with no male outputs.
The manual for your mobo says the RGB header can supply lighting devices up to 3.0 A current. The web page for that AIO system says the LIGHTS in the pump use max 2.21 W (that's just under 0.20 A) and the rad fans use 0.20 A each for lights, so total so far is 0.60 A max. IF you have several case fans with plain RGB (4-pin connector, 12 VDC power) lights, too, you can get another Splitter like that, plug its female input into one of the four males of the first, and give yourself up to four more lighting connections. Just make sure the total max current (0.60 plus the case fans' lights) does not exceed 3.0 A.
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