If I understand what you want it's just what setup() is for. It runs something once on startup and then when it's finished carries on to run the main loop() repeatedly.
In general, things that only need to get done once can be done in setup().
However, it is usual for someone with these requirements to come back after a couple of days and ask "Having to power-cycle this thing to see the demo again is a drag, it there some way to reset the sketch?"
The answer I give to that soon-to-be-coming question is "No. You do not 'reset the sketch'. You write a sketch which, as part of its normal operation, has a way to run the code that you want to be run when some event occurs."
That is - I suggest that you do not do this stuff in your setup(). I suggest that you crate a 'demo' function and call it from your setup. Then, at a later stage when you get jack of power cycling the sketch to see the blinkenlights, wire in a 'demo' button on a pin and put a call to that function somewhere in your loop() as appropriate.
It's how I want it to work.. it is to show that all LEDs are functional and that the fans can blow at full speed once a power cycle..
This will provide few functions for my project... clean dust from blades and pushing dust from the box. Seeing the full speed of the fan in action
The LEDs is more or less a demo to look cool and to show all LEDs work in all sections..
I won't be asking for a reset code or anything not that is possible as you state in last comment.