IF you want to do it the other way, you connect the 4-hole cable to the 4-pin socket on the Wraith, and then plug the other end of that with 4 holes in a larger connector into one of your mobo's 4-pin plain RGB headers. To use the Cooler Master version of the Wraith RGB control system, you should connect ONLY the cable with a THREE-hole connector on one end (to the 3-pin socket) and then the larger connector on the other end goes to a USB2 header on your mobo. According to the video I saw (check your Wraith manual), you are to connect only ONE of these when you decide how to power and control its lights. The Prism body has two sockets on its side - one 3-pin, one 4-pin - and it comes with two cables. You will need the CM software utility and the cooler-USB cable, and other than the power cable, that's the only connection. ARGB headers are even less common than RGB fan or RGB Strip, so even if you have RGB, you still cannot use that connection. Because you have a 'rainbow' affect on the cooler, you have ARGB, plain RGB is a solid, single color on all the leds and will not do 'rainbow' at all. It's a 4 pin connector with only 3 pins ( IOII ) and uses 5v. The 3rd kind is ARGB, addressable RGB, which is quite different and often mixed up. 12v is usually for rgb led strips as they have far more lights to make work. So if you have an available RGB port that matches, you can use that, if you don't then you use the CM utility and USB.

Because of the differences in motherboards, some not having an RGB 4pin at all, CM was nice enough to design and include a non-RGB way of using the lighting. The Wraith coolers are built by CM for AMD. The only way it'd be somewhat acceptable is if the pc was bought 2nd hand/used and you were well informed it was 'as is'. That's like buying a new car and not getting a spare tire. I would contact whomever installed the cooler or built the pc and get them to send you the cables, they should have been included In the first place along with any and all other cable equipment that comes with components.

The rainbow affect is the default setting, it'll run like that whether there's cables plugged in or not.

Wraith prism rgb fusion