I have a P5B Deluxe as well. If your case has a speaker, there should be a cable hanging out of it. However my Asus mobo came with a small speaker that plugs in the 4-pin connection. Look around your motherboard box. It should look like THIS
Concerning the PLED connection, it's for the Power LED. Your case should have a cable for it. In some cases (like with my Raidmax Sagitta) the Power LED connects directly to the power supply through a molex connector, so you don't need to plug it to the motherboard.