look at your motherboard manual. it will show you where the control panel header is located. it will show you where the power positive and negetive go. i beleive positive is always facing the lefthand side. if you can't figure it out give me your motherboard model and i will show you.
since motherboard manufacturer's and case makers always seem to use different labels for the same thing i am assuming your wires from the case "P LED+ and P LED-" are for the power light indicator on the case which idicates if your computer is turned on. usually it is a green LED light.
look at the front of the case do you see an icon that looks like a lit-up lightbulb with rays of light coming from it? if the LED for that is not lit up than that is what the P is for. 1 means that is where pin one is, on the lefthand side which is the side where the memory banks are. . if thats it here is how to connect it:
yes you only use 2 of the three pins probably pins 1+2. just plug it in man, you won't damage anything because it is simply a LED diode. if you plug it in wrong the worsse it can do is not light up the LED.