The primary job of a SATA cable is to connect hard drives to the motherboard. However, the same type of cable is also used to power your hard drives. Your hard drive has multiple inlet ports among which you will also find a port to connect the SATA power cable.
One end of the power connector will enter the hard drive, and the other end will connect to the SMPS. You will usually find that the wires are provided with your SMPS or hard drive, or you can buy them separately.
SATA hard drive power cables have replaced the older four-pin Molex connectors used in earlier times. The power cables are generally flat and thin to maximize airflow inside the CPU and lessen cable entangling.