OK, you have ample resources in that mobo to do what you plan. If you don't have its manual now, get it here.
https://www.gigabyte.com/Motherboard/X470-AORUS-ULTRA-GAMING-rev-10#support-dl-driver-audio
Click on the "Manual" heading to get the menu.
See manual p. 14-15 for fan header details, and p. 27-28 for general info on configuring fan headers individually in BIOS Setup. First, CPU cooling. You already have the stock CPU cooling fan in place using the CPU_FAN header. When you replace that with a liquid cooling system, you will use that same header for at least part of the new system, and may need also the CPU_OPT header (see p. 14-15). Details depends on the instructions with the new cooler system.
For case cooling you will be using the SYS_FAN1 through 4 headers. (SYS_FAN5 and 6 are intended mainly for use with more complex liquid cooler systems). Each of those fan headers can supply up to 1.0 A to fan(s) connected to them, so you can use that in planning your connections. If you need to connect fans requiring more than 1.0 A total to a single header, you will need a Hub to do that, but be aware that most Hubs will ONLY work with 4-pin fans, NOT with 3-pin ones. Each of those SYS_FAN headers can be configured to use either Voltage Control Mode (aka DC Mode) or PWM Mode to control its fans. If you have 3-pin fans, you MUST use Voltage Control Mode; for 4-pin fans, PWM Mode is preferred. You also have LOTS of choice in temperature sensors. Every fan header uses (by default) automatic control of its fan's speed. Really, it is TEMPERATURE control in each case - that is, the control system's focus is on the actual TEMPERATURE as measured at a sensor, and it manipulates fan speed to achieve its temperature target at all times. There is always a sensor built into the CPU chip itself and fed out on a pin to the mobo for use by the CPU_FAN header. Other headers may also be set to use that sensor. This mobo has seven additional sensor built into it, and each may be chosen as the one to guide any of the SYS_FANn headers. There will be one as a "general" mobo temp sensor, and others that are specifically for particular key components like the voltage regulator, the North Bridge, etc. These specific ones are available in case you wish to position a fan just right to cool a particular mobo component, and then set that header to use that component's nearby sensor. In many situations that will not apply and the "general" sensor is suitable. Usually you do NOT use the sensor inside the CPU chip for guiding case vent fans.
As a general rule these days, I'd recommend buying 4-pin fans which have slight technical advantages over the older 3-pin design. You may well find, though, that any fan supplied with a case is 3-pin, and you may find you prefer a 3-pin design for some things, and that is just fine - your mobo can handle that. If you are buying LED fans
See manual p. 15-16 for details of THREE headers used to power and control LED strips or the LED components of lighted fans. For your purposes, you should choose fans that have the LED parts wired separately from the fan motor. Then you can check to be sure the LED wiring matches one of the systems supported by the headers on the mob. This will allow you to use software utilities and the mobo capabilities to control those LED's, completely independent of what you do with your fans.