Yes, that would be how I would connect the AIO cooler as well.
According to your manual (page 1-28), your MSI X99A SLI Krait Ed. motherboard's two CPUFAN headers (i.e., CPUFAN1 and CPUFAN2) are both PWM headers that provides constant +12VDC on the 2nd pin. This is ideal for your two radiator fans, which are both PWM 4-pin fans, as well as your AIO pump, which is a DC 3-pin non-variable pump. Your other three SYSFAN headers (i.e., SYSFAN1, SYSFAN2, and SYSFAN3) are all 4-pin DC headers, providing variable voltage at the 2nd pin (and the 4th pin as "dummy pin" or no electronic connection).
Reason why you want the 3-pin DC pump to be plugged on a PWM header is for the pump to run at full, constant non-variable speed (supplying constant...