Ok list of power cables...
1. 24 or 20 pin power cable to motherboard
2. 4 or 8 pin for cpu (should be top left of cpu)
3. 6 pin pci-e cable for video cards
4. 4 pin molex for hdd's, optical drives and fans (some other peripherals as well like fan controllers
5. flat black power cable to hdd's, typically those that are sata
6. 3 pin for fans
The first 3 are easy as they will only fit into one thing, you may have to use a 8 to 4 pin adaptor if your cpu takes a 4 pin and your psu comes with an 8 pin (adaptor should be included)
Newer hdd's typically use the black flat power that is right beside the sata connector, some take either the black flat one or a 4 pin (big white one). Use only one of these NOT both.
Fans:
1.If your fans only have the 4 pin molex for power then you have to connect them to the psu that way and they will run at max rpms all the time. Or you can buy a fan controller to power the fan and control the rpms.
2.If it has a 3 pin with yellow black and red wires then you can connect that to the motherboard to controll it from bios.
3.Some psu's have a special 4 pin molex where the psu can control the rpms based on heat.
4.Some fans have both the 4 pin molex and a 3 pin sensor (yellow wire only), you have to use the 4 pin molex for power and connect the 3 pin to the motherboard so that you can monitor it's rpms (don't have to connect the 3 pin if you don't want to).
5. Fans (and other peripherals) typically have both a male and female connector so that you don't lose the use of that molex to power just the fan. You can connect the 4 pin female from the psu to the fan then connect another component to the 4 pin female from the fan to power that.