Why are there separate PUMP and FAN headers on motherboards?
They're quite similar, but there are some differences between them.

Building a PC can be a complicated endeavor, particularly for a first-timer. Even when it comes down to cooling, it can be hard to decide on picking up an air cooler or an all-in-one (AIO) water cooling system. If you go for the latter and start to hook everything up, you'll notice that there may be multiple SYS_FAN headers, a CPU_FAN header, and an AIO_PUMP header on your motherboard. There's a difference between all of these, but it's somewhat complicated, and you may need to hop into your BIOS depending on your configuration.