there are places on the motherboard for them, they are located in different spots all over..you probably have 3 or 4 locations...look at your motherboard manual, there should be an area where it labels all plugs on teh motherboard.
What is your set-up for the PC? Do you want a RAID array?
If you have IDE hdd, put it on Master. Don't put a CD drive and hard drive on the same cable, as it will slow down installing time (it will not be able to read and write at the same time.)