Hi, I'm have "nearly" finished my computer, I am a bit confused where the P + Led cable which came with the case along with the - version, plug into the motherboard.
OK, I haven't installed my team yet so when I turned on my computer it stayed on for about 10 second and then turned off, but then it turned on by itself and it becomes a cycle, is this normal?
No. Again... use your manual. page 1-26 of the motherboard manual shows the 2 distinct headers; JFP1 and JFP2. And the sketch shows where they are located.
Page 2-11 of the manual shows how you simply plug in your front panel wires to the handy adapter that makes it easier to connect the tiny wires. I wish all MBs would supply one of those.
If you want a overview of the entire MB look on page 1-7. That will show where headers are at a glance. If the manual they supplied is too small to read, you can download a PDF version here: http://us.msi.com/support/mb/Z87G45_GAMING.html#down-manual