Where to put sw power hdd led wires in cpu

There are headers at the bottom left corner of the motherboard, usually you should see something like "Power SW" or something like that or it could be color coded(or both). Generally in a color coded scenerio the two pins in the orange area is the HDD activity LED and generally, though it depends on the board, the Power switch can be white, green etc.(even though green tends to be the power switch LED)

Just try it in each of the two pins and see if the power switch turns the system on. Or you can check your motherboard manual if you have it handy for a quick way to look it up.(or do it online)