Hi! Don't worry, the board doesn't have a place to plug the P4 power connector.
This connector was introduced on Pentium 4 boards and supplies +12V to the board to power the CPU while most Athlon (XP) boards still used +5V to power the CPU.
You can just tug that cable away.👍

Correct, there is no such connector present because the board is (badly) designed to supply power to CPU thru +5V rail. There are a few discussions (1, 2) on the topic but the key takeaway is a top Athlon XP may be pushing your modern power supply too hard.

ASUS didn't like to use the 4pin power connector on their s462 boards. That's not a problem as long as your PSU can deliver enough current on its 5V rail. But if you want to use a late high-end s462 CPU and a modern PSU, those generally cap out at 15-18A, so you want a board which powers the CPU from the 12V rail.

Ok. I wasn’t sure if I did something wrong because I plugged it back in and tried to turn it on and the PSU light turned on, but when I pushed the power button, the PSU light would turn off, but the Ethernet controller lights remained on. I’m using the factory power supply that came with it.

musicandtech04 wrote on 2023-02-24, 13:57:

I’m using the factory power supply that came with it.

If that is an original HP/Compaq then your PSU is probably something like Lite-On PS-5301, the one with the green lamp in the back. It's not great for a demanding CPU such as Athlon XP.
If the system doesn't react to power button at all, you could have plugged the front panel buttons connectors the wrong way. There could be a number of other reasons, including PSU failing or motherboard VRM in need of recap.
If you have a spare PSU, see if your system runs ok with it. Don't connect molex power plugs to every DVD and hard drive at once, start with assuring that it works bare bones.

Never mind, I got it working! Turns out I had something plugged in the wrong way.