The pc front panel connector is a set of pins on the motherboard that connect to the cables coming from your case. They are sometimes hidden behind a plastic or metal cover, but can be easily accessed by removing that covering. The motherboard manual should have a detailed diagram of the header and pins, but it is also easy enough to locate them by looking at the connector itself. You may have to look closely, but each pin should be clearly labeled, with + and - signs or different shapes. Most front panel connectors don't have a specific orientation, but the ones for LEDs should always be plugged in with the positive end (red or black cord) facing up.
The front panel connectors are the main way that your case and chassis buttons communicate with the Motherboard, and are responsible for a lot of functionality. For example, if your motherboard doesn't come with a beep code speaker, you can use the front panel cable to connect an external one to indicate that the system is on or off or that there may be problems with hardware like RAM and CPU.
Other front panel connectors include audio and power, which will let you attach headphones or microphones to the motherboard and enable your computer to be a multimedia powerhouse. Not every Motherboard has these connectors, though, so make sure yours does before you start connecting them to the front panel.