Actually I did find a something like that but its black instead of white, it leads into a 6 PCI looking thing but only has 4, 2 on top right and 2 in bottom left

The connector You need should look like this: https://imgur.com/a/VPTxcG8
Edit: I just realized that there are different tkg connectors. What's exactly written on it? If tkg 2510, then You need to connect it to Your mobo. But if You could upload a pic of the connector I'd be able to tell it exactly.

Idk where to connect it to my PSU, can't find any caples that would fit

The cable which has 'tkg' written on it should be a female only molex for a case fan. You should be able to connect it to Your PSU. Idk about the other cable You mentioned tho.

I have 2 cables that look like they go to nothing on my rog strix z390-e gaming motherboard. One is a 3 pin and a clunky thing that says tkg on it. This is my first time trying to build a PC and I don't know how to send pictures over my phone on reddit sorry.

Need help with the cables of masterbox mb530p