The SATA cables that come with the motherboard are used for connecting the HDD and any optical drive you might install. All SATA devices/cables are standardized, so these will work for you. That is why they include SATA cables with motherboards.
You would connect the SATA power cable that comes from the PSU to the SATA power port on the HDD/optical drive.
Then you would connect one end of the SATA data cable(the one that is bundled with motherboard) to the SATA data port on the HDD. The other end would connect to one of the available SATA ports on the motherboard.
SATA power cables and SATA data cable have 'L' shaped connectors that are different from each other. This means they will only connect to the right port, so there is no confusion when connecting cables because they only fit the correct port.