There are two connectors for the Motherboard: 1-2 plugs on each video card depending on the type, haven't had experience with sound cards so not sure but doubt it (also, question do you work with audio in some way? b/c otherwise absolutely no reason to even get a sound card, you won't hear a difference between it and the mobo integrated sound), 1 for the DVD drive and 1 for each HDD. And it's more like the PSU plugs into them than vice versa. But don't worry there will be more than enough cables included with the PSU.
Also, there is a great reads in this forum if you haven't looked yet:
Yeah, especially for that read the guides in the systems section. That is how I learned and put together my first build this april. It is all very doable but remember that the longest part of the process is the research. Ordering parts and putting everything together is like the last 10% of the whole. I was reading up on it for about 2 months or so before i actually pulled the trigger but again, after you did your homework, post up a build you think is good in the systems forum and there are a number of people who will give you suggestions for the better. It seems daunting now, but it's a crazy fun ride.