What is your MoBo make and model?
Since the cable, which has been now properly identified, is used to connect your RGB hub to MoBo, so that you can have software control over your fan LEDs.
Also, your PC case is P400A RGB with Digital-RGB controller not the regular P400A, right?
If so, then the cable in question should be labelled: "M/B D-RGB 3 pin" and it's connectors are for:
- side with 3x round holes connects to your MoBo RGB header that has 3 pins.
- rectangular side connects to the RGB hub on your case.
Wire/connector labelled "D_RGB fan" is to connect additional fans/LED strips, if you have them.
Oh, to control your LEDs without connecting the wire to MoBo, there are 2x buttons, just under the lip of your front panel.
Also shown here at 2m39s,
View: https://www.youtube.com/watch?v=-6rzR2ZQ3cc#t=2m38s