All the power cables are wrapped in lovely black sleeving from end to end. The blue connectors are your 6-pin PCIe1 & PCIe2 cables. An image of the cables/connectors and their respective lengths can be found here. (1024x768 so it's readable).

The ATX connector features a detachable four pin connector. If your mainboard takes a 24-pin connector like most modern boards, just connect the two as indicated and insert the connector into it's slot. If you're using an older mainboard with a 20pin connector then detach the extra 4 pins and only plug in the remaining twenty.

The 8-pin connector can be split into two. Most boards still take a four pin 12v connection to supply power to the CPU but some use an 8-pin. Fit as appropriate. I thought the little tags that are attached to these cables in both the pictures above were quite a nice touch. It shows you what to do in case you weren't sure.

The StraightPower features fan only connectors in addition to your regular power connectors. Once a fan is connected to these the PSU will control it's RPM based on temperature in a similar fashion to the way it regulates it's own internal 120mm fan.