The front panel of your case has a bunch of stuff you need to connect to your motherboard. Most crucial is the switch that turns the PC on and off. This, along with the reset switch, as well as the power and hard drive activity lights, are plugged into a group of pins on your motherboard. Their location and functions will be outlined in your manual.
On the ASUS P5E-VM DO pictured, the pins are in the lower right, in the yellow rectangle (the red rectangle points out the audio connectors used in the next step). Another, more differentiating, feature of ASUS’ motherboards are what they call the “Q-connector”, pictured below. This allows you to hook up these tiny cables and pins where you can see and reach them, then plug the single larger connector into the motherboard. It also makes your life much easier should you need to un- and re-hook the wires for whatever reason. If your mobo lacks this kind of feature, just use it and your case’s manuals along with the writing on the connectors and near the pins to make the connections one at a time.
