For voltage leds, groups of them are circled in the manual, one on top is CPU, one below on the other side of memory is DDR, one immediately below that is SB voltage and the leftmost is NB voltage. If you didn't overclock anything, all leds should be off. Sometimes motherboard decides to overvolt something if left on auto, so watch out if those light up.
Frequency leds are freaking bright blue, you will not mistake it for anything. All of them light up when bclock is above 170 or so.
CPU temp leds are the lower 2 leds in CPU group (circled on top). NB temp are lower 2 in the NB group (I think, they are covered with heatsink so can't really tell).
Phase led (CPU load) is lower group of 4 just below frequency led.
NB and DDR phase leds are middle and lower 2 leds in DDR group (I think...).