Anyone else have issues with the Thermal Right Frozen Prism 360 BLACK ARGB cooler?

Hey everyone! I'm building my first PC and I've run into a bit of a problem. It's all assembled and functioning properly, but the AIO RGB cooler isn't lighting up or working. I think there might be an issue with the cooler itself. When I was putting everything together, I realized I couldn't find any RGB cable to hook it up. I'm not sure if there should be a cable coming directly from the cooler or if it's supposed to be something that was included in the box but I missed. I have a few more parts to replace soon, and I'd really like to get this sorted out. Any advice would be greatly appreciated!