Hook the HDD to the black connector. Set it's jumper to master.
Hook the CD-Rom to the gray connector. Set it's jumper to slave.
Hook the blue remaining connector to the blue IDE connector on the motherboard. Remember to power both drives with molex power connectors.
For the jumper positions you can look at the top or side of the drive or you can look up the settings on the internet.
Once all this is finished, go in the Bios, make sure the HDD is primary master and the CD-Rom is primary slave.
Set the boot order to boot from the CD-Rom first, second the HDD so you can install the Operating System.
------------------------------Google is your friend and Bob's your uncle
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