Where to insert Graphic cards?

I'm planning to buy a graphic card for a gaming PC but I never actually assembled a PC before. I'm confused with these PCI slots..
How will I know where to insert a graphic card? Will it be on a PCI slot? X1? x16?

Refer to these links for example: (Please add "www" on the links, the forum doesn't allow me yet to post links)
Motherboard:
tigerdirect.com/applications/SearchTools/item-details.asp?EdpNo=4694158&Sku=E145-2059
Graphic Card:
tigerdirect.com/applications/SearchTools/item-details.asp?EdpNo=4369731&Sku=E145-0264

Where in the specs in the graphic card can I know where to insert it in the MOBO?
Lastly, the graphic card says in it.
Multi-GPU Support: 3-Way SLI
Does this mean I can insert 3 graphic cards of the same type in this MOBO? Is it advisable to have multiple GPUs? Is it worth the money?

Thanks!

it will go into the PCIe 16 slot, the first slot or third slot

If you follow the links provided below, it will show you the differences between the slots on your motherboard. First you'll need to open the case on your PC to find out what slots you have available, then you purchase the appropriate card to fit it-you can't mix it up, one won't fit the other.

http://en.wikipedia.org/wiki/PCI-X
http://en.wikipedia.org/wiki/Accelerated_Graphics_Port
http://en.wikipedia.org/wiki/Conventional_PCI