Not if you're using the old HDD. But as the manual says, it is safer for you to be using a Standard SATA cable to connect you Standard HDD to the Mobo, you will need to connect them to the Light Blue Connectors on the Mobo.
You ask why?
Well, there, SATA and SATA3.0 standards, one gives upto 3GBps of data transfers and the other gives upto 6GBps of data transfer rates.
So unless you're using a SSD that Dark Blue connector is really not much to worry about.
You need to connect you HDD and ODD to the Light Blue Connectors on the Mobo.