A SATA port is a type of connector. Just like an HDMI port is a type of connector that you use to connect a Blu-ray player to a HDTV.
Your motherboard will include SATA cables. Connect one end of the SATA cable to your hard drive and the other end to the SATA port on your motherboard.
Your motherboard manual will show you the location of the SATA ports.
Your hard drive also has a power connector. You will have to connect a power cable from your power supply to your hard drive in order to supply power to it.