In Picture 2, those 3 tab deals look like the temp sensors. I hate those things! You're supposed to attach them somehow to the various devices. For the HDD one, stick it (tape?) to the top of your hard drive. The video one to your video chipset and the CPU to your CPU. Problem is, it ain't easy!
I saw a PC once where the dude had that sensor right on top of the CPU with the heatsink squished on after that. NOT GOOD!
I would suggest gently pushing that sensor as far under the heatsink as you can. If it lets you. If you take the heatsink off and put it on the CPU, it can cause the heatsink to go on ****eyed.
Another way to do it may be to attach the sensor to the side of the heatsink at it's lowest point as close to the chip as you can. This will not be a perfectly accurate reading because it isn't directly on the chip. However, you can still benchmark your system and find out, from this point, what is a low, middle, and high temperature. For example, someone may say 140 degrees is hot for their CPU. But because your sensor is only on the heatsink and not the CPU, your "hot" may be more like 100 degrees. Same for video etc...
It all just depends really. And also it looks like you have to plug in the two 4-pin molex connectors as well.
As for picture #3, that is another story. It almost looks like you're supposed to take the little plug and put it into the aux fan out on the mobo. And plug your actual fan into the bigger one. This way it gets power from the mobo but is controlled by the panel? Not sure. The big plug is definitely for a fan. But not exactly sure what purpose the little guy is for.
Just some guesses. Good luck!