Your power supply should already have a lead with a 6-pin connector.
You only have to use the adapters that came with your GPU if you don't have an available cord already.
Connecting the cable is as simple as find a 6+2pin cable and plug it into the GPU.
You may find your 6-pin has an extra 2 pins hanging off it, that's to connect it to a more powerful GPU that requires 8-pin power.
I hope this helps you out.