Here is a link to download that motherboard's full manual.
https://www.msi.com/Motherboard/support/B450-GAMING-PRO-CARBON-AC#down-manual
The first 11 pages are a basic quick start guide for experienced builders, but every page after goes into much deeper detail about each individual component and connection.
Page 34 shows where on the mobo the case panel connections go, and which slots to utilize. It looks like the connections are located on the bottom right side of the board.
Page 37 shows the locations of all fan slots on the board (for the fan itself, not any LEDs)
It's recommended that you use a separate fan controller, such as the Corsair Commander Pro, to properly synchronize and program fan speeds and curves. This also helps with cable management, minimizing the amount of cables running in front of the board. However, if you're using very few fans for budget purposes, connecting to the mobo is perfectly okay.
Pages 40 and 41 detail locations for LED elements.
It's strongly recommended to use an LED fan hub if using multiple LED fans. The Corsair LED Fan Hub is compatible with the Commander Pro, which will let you have more free spots on the mobo for additional LEDs/fans if needed, but it can also connect directly to the mobo just fine. The hubs come with most Corsair fan 3-packs, but they're also available standalone for cheap (usually like $10)
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