Ok listen to me, you need to hook your cases power button to the motherboard.
At the front of your case, theres a button you press to turn it on. Coming from that button are a set of wires attached to a small black header that has 2 small pins in it.
Look in your motherboard manual for the exact pin assignments but on the very bottom right of the bard there is an area that has about a dozen pins in a 2x6 arrangement.
Plug the wires coming from the power button into the pins labeled by the Manual as PWR SW.
For future reference I highly advise you to read a building guide before you try anything else.