Power Supply will come with the necissary cords for your MB (Research that your PSU will have the correct wires for some of the higher end Graphics Cards.
Optical Drive will come with Sata wires, Same with Hard Drives.
Motherboards will come with the necissary hardware to mount to the case.
By the time you buy all your components, you should have everything needed to build it. I can't recall a time where I had to go back to the store to buy something to complete a build. Good Luck!