The MSI K8N Neo Platinum motherboard is ready to be connected to the power supply. There are two connections to be made. The 20-pin connection shown circled in blue, and the 4-pin connection shown circled in yellow.
Sort out the motherboard power plugs from the tangle of power cords coming from the power supply. They look as shown below. Note that these two plugs may come as one long 24-pin connector, but if they do then the two plugs can be separated by sliding them apart.
Plug the 20-pin power plug and 4-pin power plug into their corresponding sockets on the motherboard. They should both click into place. If they need to be unplugged, they should not slide right out - it should be necessary to squeeze the little locking clip on each one as it's removed. Each connection is keyed so they can only be plugged in one way.
20-pin power connection
4-pin power connection
With the power connections made, this portion of the motherboard now looks like this.
Unlike the power supply I'm using in build 1 using the Antec KS-282 computer case, the power supply I'm using with the Antec Sonata does not need to have a connection made for the power supply exhaust fan to work. However, it does have this "PSU Fan Monitor Connector" which can optionally be connected to a 3-pin socket on the motherboard so that the speed of the power supply fan can be monitored by software once the computer is up and running.