+ You have two cables from your PSU. 20+4 pin cable (the biggest one) connects to the 20+4 pin jack on the motherboard, usually located near the RAM slots
And the 4 pin CPU power that connects to the 4 pic jack usually located in near proximity of the CPU socket (the exact position varies from model to model)
Finally you have to connect your front panel (HDD LED, Power button, reset button, etc) cables to the motherboard. You should refer to your manual on this one but it's not that hard. All the cables coming from the front panel are color coded so that the + wire is some unique color while the - wires are all the same (in my case, gray). Also, all the black, little, extremely annoying connectors are labeled so it shouldn't be a problem. Also, the USB interface jacks only fit into the USB interface connectors on your motherboard, just don't mix the black 2.0 jacks with the blue 3.0