The power connector provides auxiliary power to the onboard PCI Express x16 slots. When two or more graphics cards are installed, we recommend that you connect the 2x3 power cable from the power supply to this connector to ensure system stability"
So yeah it's optional. But on my board, it says CPU next to the connector. Is it for both CPU and PCIe slots?
I must have the wrong board as the one I linked doesn't have a 6pin plug. I'm guessing its a PCIe 6pin plug? Like for video card? I'd go with what the manual says. If you are using two or more, then use it. Manual, more so online, would be the most up to date info for the board.