The power switch is part of the case. When you plug in the various cords from the power supply (they each only fit where they're supposed to), one runs to the switch.
Quickie build instructions:
Drop the CPU into the slot on the motherboard and lock in place.
Install RAM into slots.
Add thermal paste to heatsink, place over CPU and lock in place.
Screw motherboard into case making sure standoffs are installed behind it.
Plug fan wires into motherboard.
Slide CD/DVD/Hard drives into slots and lock in place.
Connect drives to motherboard.
Install PSU.
Plug in CPU and main power connectors.
Plug in drive connectors.
Lock video card into slot and attach power connector.
Replace side panel.
Attach keyboard, mouse, monitor, etc.
Power up with OS CD in drive.
Follow prompts to install OS.
Connect to Internet.
Update OS.
Install antivirus.
3 hours tops.
Install applications.
Play games, surf the net and have fun with your new machine.