this is a fan power cable to power the fan:
if your psu has one of these, plug it into a fan header OR a specific one on the mobo called PWR_FAN:
DISREGARD WHERE IT SAYS CPU FAN IN THE ABOVE PICTURE!!!
see the little end in this picture? the one on the right? if ur psu has one of those, it goes to power one of the case fans is the case fans have that kind of connectro: