|READ your motherboard manual !|
All the connectors on the wires coming from the power supply and on the sockets they plug into have plastic around the male or female pins shaped such that they cannot be plugged into the wrong socket or the wrong way in a socket, on the mboard, or on floppy drives or hard drives or optical (CD or DVD) drives. The only exception is the small 4 wire molex connector you normally use for a legacy floppy drive - in some cases that can be plugged in on not all the pins, on the floppy drive, if you're not careful.
Some graphics cards you install in a mboard slot also have one or two sockets a connector or two connectors from the power supply must plug into. Sometimes you must use two smaller connectors that are on the same wiring bundle to fill one or each socket on the card.
Modern data cables from the motherboard to hard or optical (CD or DVD) drives can only go into their socket on the drive or on the motherboard one way.
The wires from the computer case - e,g. for the power switch, reset switch if it has that, power led, hard drive activity led, USB front case ports if it has that, front case memory card reader if it has that, headphones and microphone ports if it has that, case speaker if it has that, are usually labelled with at least a letter ot two on the wiring connectors - see the mboard manual for where to connect them.