Yep remove the mobo, is the AIO is the Asetek type you attach the backplate and then screw the ring clamp to the front, don't do that up tight just yet, just loose enough to hold it on without falling off.
The screw the mobo back in place, then you can carefully put the heat sink part of the AIO in place, twist it slightly to align the clamp notches and start tightening the screws, opposite corners are recommended for order of tightening.
Once this is done the rad and fan screw to the rear of the case usually where the exhaust fan is.
Stock paste that comes on the AIO is fine, remember to take any protective bits off before putting the heat sink on top of the cpu