+12v power connector

i have just upgraded to a GA-K8NS PRO mainboard and installed it without a
glitch, went ahead and installed windows and drivers etc.

THEN

i was looking in the manual for something and noticed the +12v power
connector and it says that the bord will not boot if this is not connected.

the thing is - i didnt have it connected - i have connected it noe and
system still works the same - what is this plug for ?? and why does the book
say it must be connected for the system to boot??

thanks