Need help connecting + P LED and - P LED wires...

Yes, but do not worry.

The led connectors are polarity sensitive.
Usually, the colored side is the + side, but there is no standard.
Plug them into the header pins as indicated in your manual.
If, by chance, they are connected in reverse, no harm will come.
You will not see the led's light up.
Just reverse them and you should be fine.