If you intend on using a custom liquid cooling loop, at the very least you will need a water block for the Fury X, a pump for the liquid, tubing to carry the liquid, and the liquid refrigerant itself. Later you can add the water block for your CPU.
If you find this too daunting, then there are AIO solutions that allow you to link the CPU and GPU with the radiator and skip the pump altogether. For example, EK offers pre-filled Fury X waterblocks with quick-connect tubing to their EK-XLC Predator Radiators (quick demonstration).