All you have to do is find and buy SATA cable somewhere, like in an internet-shop, or a nearest hardware store.
Usually, several SATA cables come with your motherboard, if you bought it in a Retail (Full) package. Sometimes SATA cables also come with PSUs in, again, Retail package.
If you bought your motherboard as a second-hand from internet-auction sites like "e-bay" or "Craig's list", then you probably didn't have any additional (or any at all) SATA cables with board itself. Thus, you should buy them by yourself.
What is your country/region? Maybe I can recommend a couple of local stores where you can easily buy those cables.
Mount the HDD in the case, use a SATA cable to connect it too any spare SATA ports on the mobo (you should have four on the bottom right of the board). Connect the HDD to power.
Boot into Windows, type into the start menu "Disk Management" and an option about Creating and Formatting HDD partitions should come up. In there you will be able to see the drive, Initialize and format the drive using the NTFS file format. It will then be recognized by the OS and can be used.