Unfortunately I can see a two questions unanswered by the Antec website info.
1. The fan on that A40 cooler system is stated to be a blue-only lighted fan, and the unit has only one power cable. Thus this is what is termed a "LED Fan" in which the LED lights are fed power in parallel with the fan motor. Thus the LED's draw their power from the mobo header as the motor does, and the current consumption for this unit is more than a typical value for a plain fan (likely up to 0.4A max, as opposed to up to 0.25 A). But exactly what that value is, is not given anywhere. So to add up the max current specs of this fan, plus the old Intel original CPU cooler fan at a guess, 0.15 A), plus a third fan (I am NOT clear on whether you plan a third fan) is not possible. The mobo CPU_FAN header limit normally is 1.0 A, but the manual (p. 2-29) for this one says the limit is 2 A per header, so maybe you're OK there.
2. The fan type, as deduced from its wiring, is not clear. The descriptive words for the A40 system say it is a PWM fan, and the fan connector is specified as a 4-pin type. BUT the photos show the CABLE from the fan motor to the connector as having THREE wires. Maybe that's just an old outdated photo of an prior model. My concern is that a 3-pin fan can NOT have its speed controlled by a header that uses only the 4-pin fan PWM Mode of control. So, look closely at the fan you have. Does it have FOUR wires from motor to connector? Then there is no worry.
I was intrigued that you want to connect all your cooling fans to the CPU_FAN header, because that's not quite the ideal way under most circumstances. But I see the mobo manual indicates that the only header that does exert speed control is the CPU_FAN header, and the others appear to provide only a fixed 12 VDC supply for sonstant full-speed operation.