I have a similar board to yours and in my experience, they have made the whole process pretty forgiving. If something is capable of binning a component, it will be nearly impossible to plug the Molex style connectors into the sockets. Yes those two ends marked CPU do fit into my CPU 12V on the Motherboard (The "clippie things" together in the middle). If you look on the power supply legend you'll see the top two 8-pin sockets on the PS unit are for CPU, but you will only be utilizing one of them.
The diagram is correct for the Video power as well, a 6 pin PCI-E power supply connector is plenty of power for an 8 pin video power connector. I'm not always on the forum here, but I'm checking out a product I have in for RMA and communicating with a couple of other people on problems, so I'll be in and checking a couple of times a day probably for the next few days if you have any other questions.
Also, before you get to aggravated with this board, it is primarily a user to user forum. The moderators from Cooler Master to drop by on occasion but they don't always chime in. They do at times, other times they just kind of go lurking.