Ok the blue pcix16 port is for your video card.
The white pci slots are from things such as sound cards and wireless cards.
The orange sata ports are for serial ata hard drives/cd drives.
The green ide port is ide hard drives/cd drives.
the 24 and 4 pin power conectors are for power.
There are other things like front pannel conectors and usb headers refer to your manual for the correct way to plug those in.
Any thing I forgetting or I got wrong?