So it's a 6 pin? Did you also buy the wires that go with it?
As Graeme says in his instructions, the middle ones marked + and - should be connected to a 12V source. This is what lights the LED when the PC is on, so you can connect it to the Power LED connections on your motherboard.
The other 4 connectors depend on those instructions. The solid line indicates which connectors are joined in each situation. As you see, the "push-down" situation shows that connectors 3 and 4 will be joined when you press the switch. So you need to join those two to the Power ON connections on your motherboard.
If you didn't buy the connection cable, then either buy it, or buy four spade connectors from your local hardware store and use the front panel wires that came with your case. Let me know what you have.