This is my first build. I have a nzxt phantom, Msi z97 gaming 5 mobo, and a evga b2 750watt PSU. I have the 4-pin molex for the fan control. I have looked everywhere in computer, the manuals, the Internet. I do not know where it has to be connected at. Any help. Here is a link for a picture.
As I said above, my expectation is that it powers the case's built in fan controller. Like everything else in your system, it gets it's power from your PSU. If your PSU has no Molex connectors, then you will need a molex => SATA adapter cable.