CPU_OPT is functionally identical to CPU_FAN. the same signals get passed to both and will change speed relative to CPU temperature.
I actually run 4x PWM fans off of my 2 CPU headers, 2 split off from CPU_FAN and 2 split off from CPU_OPT. each header is rated at 1A and 2 fans on each is less than half of the rating so it's perfectly safe. these fan are on my radiators, and all 4 spin up and change in-sync in response to CPU temps.
W_Pump is obviously for a water pump connection. But really only suitable for the low power AIO pumps since it still only carries the 1A rating. I use the speed signal wire only from my Laing D5 pump to the W_Pump connector for monitoring pump speed (and the MB recognizes it as a pump, not a fan), but the pump is powered from a 4-pin molex since it's rated for up to 2A.