Just bought an S5299-E BRP case with a S5000PSL motherboard. There is no Power Supply Signal Connector cable anywhere.
Is this cable absolutely necessary and can I run my server without it?
The BRP is the only one of the three that has that connector - see http://www.intel.com/support/motherboards/server/sb/CS-023218.htm
If yours doesn't, they may have given you either a DP or a WS by mistake.
You can try the tips at http://www.intel.com/support/motherboards/server/sb/CS-022809.htm , but I don't know if they work when using a different chassis than expected