Have you read the user's manual? Page 26? For example JBAT1 is the clear CMOS jumper. No cable would connect to it. JCOM1 is the serial port. Unless you purchased a serial port adapter then no cable would attach there. JTPM is the same. Unless you purchased a TPM module then nothing plugs in there.
SATA power cables connect from the power supply to the SATA drives.
If you have this many questions, you may want to get somebody to help you (hands on) that has built a PC before. They can double check your work.