PSU cables are mostly fool proof (mostly). What are you trying to power?
Modern graphics cards are powered via PCIe power connections (8 or 6 pin).
Motherboard power is very fool proof, it is the 24/28 pin long connection.
Modern CPUs require power through the motherboard, they are either a 4 pin, or 8pin connection that differs from PCIe, PCIe power should not be able to fit into this connection but they look quite similar.
Sata drives are powered by unique connections, I doubt your error was here (if there is one). Some fans are also powered by this Sata power connection.
Molex connections, the larger 4 pin connections are used to power older drives, some optical drives, and some case fans, older videocards also use to be powered by molex connections.