You don't plug them into anything. Those are temp sensors at the end of each of those wires. You put the temp sensor where you want to measure some temps. I've heard of people putting them up against heatsink fins, memory heatspreaders, taping them to the HDD etc. I suspended one of mine about 1.5" above the HSF to measure case temp and I threaded the other one out the rear of the case and placed it in front of the PSU exhaust exit so I could keep track of my PSU temp.
The entire front panel display needs to be plugged into a standard 4-pin Molex connector and there's also an inline switch for the temp sensors to switch the display between celcius and fahrenheit.