Yeah, being an Asian product, the manual is spotty, definitely written by someone with English as, say, a third language, and it doesn't cover how to hook things up.
First of all, make sure that your backup battery is installed. This should be obvious as to where it goes...if it isn't, then you should stop right here and get someone who knows PCs or electronics to help you. Not trying to be insulting...just performing some CYA.

The battery ensures that your settings are retained when the PC is off.
As for all of the cables, you'll notice that you have seven three-pin cables and seven corresponding plugs on the back of the unit. These are fan wire extension cables -- you don't have to use them if all of your fans are close to the unit or you have very long wires. Chances are, though, that your fan wires won't reach the unit, so these are provided for convenience. You just plug the fan wire into the extension wire, and then plug the extension into the unit. Each port on the back of the unit corresponds numerically with the fan being controlled. Piece of cake. (BTW -- if all/any of your fans have 4-pin plugs [full size molex], you'll need to put on a converter wire to make them 3-pin...most fans come with these wires, but if not you can buy some really cheaply.)
You also should have three cables that have a little flat end on them with copper or silver wires in transparent material. These are temperature probes. They will plug into the three ports that are not fan ports on the back of the unit. They are labeled appropriately, and will correspond to the three cycling temperature readouts that you see when the unit is on. These three things should be CPU, System, and HDD (hard drive). They should have come with some thermal tape, but if not, you'll have to pick some up (usually about $3-$5). Just tape them to the surface whose temp you want to monitor. I stuck one in the copper fins for my heatpipe-cooled Gigabyte mobo...that's my system temp. The CPU one is stuck to the slug on the CPU heat sink. The hard one is stuck to the -- you guessed it -- hard drive. The ports on the back are all labeled starting with an "R" (don't ask me why).
There is also a two-pin cable to read your hard drive activity, and it will piggyback with any front panel wire currently providing this signal to an LED in your case. It plugs into the appropriate pin set on your mobo (you'll need to consult your motherboard manual to see exactly where this is -- there is no standard). It's totally optional, however.
There's only one more plug available, and this is for getting power to the unit. It should be pretty obvious. This needs to be tied in to your power supply. The appropriate cable plugs into the port labeled "power."
As for where to put it...well, into any free 5.25" bay in your case. It should have come with some mounting screws, so just line it up and screw it into place (or place it on rails and slide it in if you have a toolless case).
Good luck...