In pre-ATXv1.3 spec (before the SATA power cables came to be), the 4-pin Molex plugs used to power the HDDs, CD/DVD, GPUs (either directly or through adapter cables), serve as auxiliary CPU power (pre-ATX12V or using adapter cables) and other relatively high-power components.
Today, practically all drives use the SATA power connector and all the high-power devices have their own 12V-only plugs like ATX12V, EPS12 or PCIE so the old 4-pin Molex is nearly dead. The only things still using it these days are case accessories like lights and fans.