Where to install internal speaker?

I would like to install my internal speaker so it can notify me of boot issues (already tried booting without it and nothing happened) but I don't know where. My motherboard came with a one-page poor guide, and doesn't explain all this stuff. Aside from the speaker, another reason I feel nothing happened when I pushed the power button was because the power button (the front one) was not plugged in the proper place of the mobo.

Yes, I had my PSU turned on. Thanks!