Yes, per most of the product advertising, the CPU is depicted as returning hot liquid back into the pump before hitting a radiator.
However, you don't have to set it up as advertised. I think they're just aiming for cleanest look for the pictures. It ultimately boils down to your routing of the tubes and how you want it setup.
To get what you're wanting... avoiding hot(ter) water from hitting the pump - Return the CPU's output to a waterway which then runs to a radiator, then back to the pump. Or go GPU, CPU, Rad, distro block. that said, by the time you route it the way you want it, it may not have the same look you were going for.
Attaching a pic from someone else's build to illustrate the point. Hope this helps, and good luck