Regarding the use of the Hub, the problem that Phanteks is telling you about is that many mobos today include SYS_FAN headers with 4 pins BUT actually operate them only as 3-pin Voltage Control Mode headers, not as true PWM Mode headers. Such headers cannot provide the PWM signal on Pin #4 that the Hub MUST have to do its job. So, with no way to know which mobo YOU have, Phanteks advises always connecting their Hub to the CPU_FAN header. That's because all mobos today use the PWM Mode on that header, or at least CAN be configured to do that.
That advice would put all your fans under automatic control by the mobo, but not quite ideal. There are two separate fan speed control systems on the mobo. Actually, the do their job by manipulating fan speeds, but their primary aim is TEMPERATURE control. The CPU_FAN header is based on a temperature sensor built into the CPU chip itself and fed out on one pin, and it's ideal for controlling the CPU cooler system to keep internal CPU chip temperature under control. The SYS_FAN headers on the mobo, used for case ventilation fans, are guided instead by a temp sensor built into the mobo by its maker, so ideally that is how you would power and control your case fans. As I said, the problem with using the Hub on one of these SYS_FAN headers is you are not sure whether the header is truly of the 4-pin type using PWM Mode, so it's a guess whether the Hub can do its job that way.
Now, you have given us your mobo specs, so we can look in its manual. Unfortunately the info there is confusing. On p. 26 the labels for the three SYS_FAN headers seem to indicate that they operate in Voltage Control Mode, BUT the detailed description of configuring these headers, on p. 54, uses language that indicates they use PWM Mode. I suspect they really do use that latter mode. So, I'll detail how you can use the Hub for ideal control, and later describe the back-up plan if that does not work.
First, the CPU cooler system - I don't know what you have exactly, but for now I'll assume a single fan. Connect it to the mobo CPU_FAN header. You will not need the CPU_OPT header unless you have a second CPU fan. See manual on p. 53, and verify that the CPU Fan Speed control item is set to "Normal".
Now the Hub and case fans. The Hub has one lead from it ending in a 4-pin fan female connector - plug this into one of the mobo SYS_FAN headers. See manual p. 54, and ensure that header is configured also to the "Normal" mode. The Hub has one connector that plugs into a PSU's SATA power output connector. This is the source of power for all the Hub's fans, so the Hub does not take power from the mobo header and overload it with many fans. Now, the Hub has six male 3-pin fan ports where you plug in your fans. It does not matter whether you fans have 3- or 4-pin female connectors on them, they will plug in and work. NOTE that one of the ports is labeled as Port #1, and you should have a fan plugged in here. Only that fan's speed will be reported to the mobo, but not any other fans on the Hub. This hub actually outputs power to its fans in Voltage Control Mode, but by design true 4-pin PWM fans can work with that feed.
Now, here's where you can check whether this system will actually control your case fans automatically as desired. Keep your case open so you can observe the fans carefully. Boot up and go immediately into BIOS Setup. Go to the MIT section (manual p. 43), then to the PC Health Status sub-section (p. 52), and the fan header configuration section I mentioned above on pp. 53 and 54. Check that the headers are set correctly. IF you make any changes, be sure to SAVE and EXIT to store those settings. The machine will reboot and NOW is when you start watching closely. What should happen with your case ventilation fans is that they will all start up at full speed for a few seconds. Then they will all slow down as the system starts to use its automatic control feature. The fans will stay slow until you do some work that causes heat generation inside the case, and then they will speed up slowly. If that is what happens, then your system is working just fine.
On the other hand, if those case fans start up at full speed and stay that way all the time, then this arrangement has not given you automatic control of those fans. This would indicate that the problem that Phanteks warned about is present - your SYS_FAN headers are not providing a PWM signal to the Hub. In that case you will have to revert to their recommended connection system, as follows:
1. Shut down the system. Disconnect the CPU cooling fan from the mobo CPU_FAN header. Move the Hub's 4-pin female fan connector to the CPU_FAN header.
2. Remove from Hub Port #1 the case fan plugged in there, and plug it into another Hub port.
3. Plug the leads from your actual CPU cooler into Hub Port #1. This way the only fan that the Hub can send reports about to the mobo is the real CPU cooler, and that info will be sent to the mobo system that monitors the CPU cooler carefully to detect any failures.
4. Boot up and verify that all your fans change their speeds together, and none stays at full speed all the time.
This latter arrangement means that even the case fans are being guided by the temperature inside the CPU, rather than by the temperature on the mobo. Not ideal, but still a good way becasue there is a good correlation between CPU load and workload of all the rest of your system.
Now regarding power connectors, I see the source of confusion. The PSU has modular cables - you use the ones you need between PSU and devices, including the mobo. The cable labels are relatively clear, but the photo of the mobo has labels that say SATA everything. The mobo needs two power connections from the PSU. One is a very wide one (12 pins x 2 rows) on the right (front) edge past the RAM slots, (see manual p. 26, item 2) and your PSU has one cable with that connector; on its other end are two connectors that plug into the "MB" slots on the PSU body. Then your mobo has an 8-pin (2 x 4 pin) socket at the upper left (rear) (see manual p. 26, item 1), and the PSU has two identical cables with a "CPU" label on one end. You need only one of those, and the other end plugs into the PSU body at the "CPU1" slot.
In the notes above about connecting the Hub, I spoke of SATA Power outputs from your PSU. These are NOT the two that power the mobo (above). The PSU also has three modular cables used to provide power to SATA devices like HDD's, SSD's and optical drives. Each of these says "SATA" on one end and they plug into the PSU case on the SATA1, ...2 and ...3 ports. It is one of these cables' output connectors that you plug into the leads from the Hub.
If you are using an add-on video card in a CPUe slot, you probably will need also to connect one of the PSU's VGA cables to the video card to provide it with sufficient power.
Now to the SSD. It is physically sized and fitted like a smaller HDD, the 2½" wide size commonly used in laptops. If your case does not have a slot to fit that, you need a small adapter that will allow you to mount the SSD physically in a slot for a "normal" 3½" desktop HDD. Now the electrical connections. It has two connectors on its edge. The narrower one with 7 contacts is for the data cable that goes to a mobo SATA port. The wider one with 15 contacts accepts a power input connector from the PSU - the same one I just described for all SATA devices. The SSD does NOT mount on the mobo. I have assumed that the "EVO 850 SSD" is one of these in the size of a laptop HDD and NOT one of the special versions called "m.2" or "mSATA".
Lastly, the HD audio connector. Your last photo showing it plugged into the mobo "F_Audio" header looks like it is not pushed in all the way - I can see some of the header pins still visible beyond the end of the connector.
Good Luck!