Let me prefix this by saying I don't have a cooler master case myself, however, I did need to setup wireless in a normal case and this is pretty similar.
You will definitelly need an external antenna. I used this one and it works without issues.
Second, you might need internal cabling. Based on Cooler Master website, board comes in two versions. If you have small U.FL to RMA cable there, you're good. If your case doesn't have it, you need to order one. One I used is this one but I would advise you to first look at what came with your case and, if cable is not there, to figure out ideal length (e.g. by using a string to route a "cable"). That way you are not stuck with a lot of extra cabling (one I used will probably be too long for your case).