I have a DeepCool 120mm AIO, but my motherboard only has one CPU_FAN header (no CPU_OPT or AIO_PUMP header), where do I plug in the pump?

The radiator fan should be plugged into the CPU_fan header, as the fan would need to be PWM controlled. The pump can be plugged into any open fan header, but you will need to make sure that the fan header is running at full speed for the pump to function as advertised; this can be done via BIOS or with motherboards that have fan speed controlling software.