Page 18 in your m/b manual.
Use the connection I marked in green if the case's LED wires are on a 3-wire connector. Use the one marked in red if the wires are individual connectors. Either set of LED pins will work. There are two sets due to different case manufacturer's wiring. http://imgur.com/a/YinN7
they will go on the same place as all your other front panel headers , they usually go on the last row, they are the power light connectors , so your front panel light will light it so you know the PC is on
Page 18 in your m/b manual.
Use the connection I marked in green if the case's LED wires are on a 3-wire connector. Use the one marked in red if the wires are individual connectors. Either set of LED pins will work. There are two sets due to different case manufacturer's wiring. http://imgur.com/a/YinN7