You need to connect it to one of the headers labelled F_USB1, F_USB2 or F_USB3 along the bottom of the motherboard.
Because the Card reader only has a 4 pin connector you need to be careful when you attach it to the USB header to make sure the connectors are in the right position. Check your User's manual, as this will show you the correct pin layout for the USB headers, so you can get the polarity correct with the connector from the card reader..