OK, if you don't have anything to plug into JFP2 from the case, such as a speaker connector or a power LED indicator, that's not a problem. There are usually more pins on the motherboard than you have case connectors for, they provide them because they don't know what cases people will have.
As to JSP1, don't worry about it, you don't need it. It's in case you want to install a little "faceplate" on the back of your PC to provide a S/PDIF connection -- if you did, you would connect the cable to the JSP1 pins on the motherboard. Forget about it.
The JAUD1 block on the motherboard is for connecting the front panel audio connectors. In most of my motherboards I have two blocks, one for AC'97 and one for HDAudio, but you seem to have only one. If the connectors coming from the front of the case are stuck together in a block, see which one fits the JAUD1 block on the motherboard (there will be a missing pin, used as a "key"). If they are identical (in my experience they are), then just pick one. I usually use HDAudio but I don't think it matters. If you pick HDAudio to connect to the JAUD1 block and you get no audio on the front ports of your case, then pull those and plug the AC'97 case connectors into that JAUD1 block.
You will most likely have more pins on the motherboard than you will have connectors to plug into them, such as an old COM port (who uses serial com ports anymore?). Don't let it bother you, sometimes it's for backward compatibility with old formats (such as a floppy disk port), sometimes it's just because the motherboard maker wants to cover all their bases for most equipment people might have.