I have bought a 9800 gt it comes wid only 1 cable and i dont knw where to connect it.
To me, that looks like an S/PDIF cable. It's an optional audio cable for HDMI. Once your video card is in the slot, try connecting it to the audio card, or the audio region of your motherboard. If you don't have a spot, don't worry; it's not necessary.
Yep, that looks like an S/PDIF audio cable. The other poster pretty much nailed the response so.....there ya have it. Its not necessary at all, its only if you want audio over the HDMI output which is good for connecting to a say a tv or surround sound reciever.
If you're talking about the lever on motherboard at back of slot you wont have to push it down to install the card. You simply press the card in firmly but gently. Most of the time, but not all the time, you will hear it click when it locks in. You only pull down on the lever when removing the card to unlock it. You don't have to plug any power connectors into the card as it gets its power from the PCI-ExpressX16 slot.