Don't worry, when you build a PC, there won't be too many leads you'll have to connect. You'll know what goes where. Side note though, the plugs that say PCI-E are for your graphics card(s) and the one that says EPS or CPU is for well, obviously your CPU. The big plug, well I don't really need to explain, you can't miss it.
Hell, I figured out how to build a computer by looking at my first prebuilt
It's seriously easy.
Edit: And to answer your question, yeah, the instruction manual will probably tell you, if not, then your motherboard's instruction manual will.