The usual reason aled does not work is that the polarity is wrong.
Sometimes the labels are reversed. Try switching + and - and see how you do.
To answer your question, your pc operation is not impacted at all if you do not connect the led leads. You just lose the visual indication that your pc is on/off/ or sleeping.
thanks got worried, yeah me and the old man thought they were labelled wrong, but like i said a pin almost came out of its socket when we pull one out so if its fine and has no impact without a front L.E.D other than the aesthetics ill just leave it just in case the pin actually breaks, and +1 this is my first build and i have a 4670k