Look for two wires in a 4 pin header connector with the wires going to pins 1 and 4.
It's also possible that the old motherboard had the speaker built into it. And it's also possible that your case did not come with a speaker. Many cases now do not.
If you case or motherboard didn't come with a system speaker you can buy one here: http://www.cwc-group.com/casp.html