If by FDD u mean floppy disk drive, it connects with the smaller ribon cable to motherboard, there should be 2 larger slots those are IDE connectors look for 1 thats smaller then those 2 and thats it.
The floppy drive doesn't have to be connected, but there are times when it comes in handy. I've noticed that some new computers offer a floppy as an option instead of standard equipment.