No theres no connecting to the HD.
It's telling you make sure you have a spare 4pin molex connector that you can use.
The newer cards require their own power source so you have to plug that 4pin molex connector into the card too.
They just use the HD as reference as to what plug you need to use because the floppy would be inadequate.
But yeah it's in those instructions on my FX 5700 that I first heard the use of 'dongle' lol