i can help you with some of your questions......
sata devices, like your lg dvd drive, have 2 connectors. the larger one is power supply and get connected to a sata power cable from the psu. the smaller one is the data cable and is to be connected to the sata port of your motherboard. just use one of the 1-6 sata ports. the gsata ports are more suitable for connecting to e-sata adaptors, if you have any.
your psu obviously do not come with "molex" plugs, the large 4-pins power plug for older ide devices like ide hdd or ide dvd drives. so you'll need to buy sata-to-molex power adaptor cables from the pc shops for the case fans.
as for the audio cables, i'm not sure as i haven't built system for a while and these only exist for modern systems. but i presumed they are to be connected to the case. the f audio you're refering to, is that the front audio you're talking about? you know....modern cases have front audio, usb and firewire ports?