re 3.3v line ,just stick your red probe (red='+' ,blk = '-') in the topside (wire side) of the ATX plug (there's exposed terminal just a little way down) ,you do this with the ATX plug still in the mbrd.
For the other lines ,just go into a HDD plug as Wiz said.
I don't know what voltages are supplied to the AUX plug
re your 2nd lot of questions ,yeah black to black (always) ,red to red & then to yellow.
Re your meter ,depends what options you have ,your looking for a DC volt range that'll cover what you want to measure (3.3-12v) ,e.g. 1-20v