Any power supply comes with all the cables you could possibly need.
It isn't at all hard if you buy compatible fittings and tubes, have somewhere to put the radiator, and leak test for ages. The previous things give people problems. Cpu blocks are easier to fit than most heatsinks, and the only electrical connection is to the pump. There's probably talent involved in routing the tubes optimally, but as long as reservoir is before pump and tube length isn't very long it'll be fine.