Ah yah I think I'm using the wrong cable it's the one with different colors, do I have to buy that red cable sepreatly?
You need both. The power cable is the multicolored one that goes from the PSU to the drive. The SATA connector cable (the red one in the picture, it doesn't have to be red. I have blue, red, black, and crystal personally

) goes from the drive to the motherboard.
Your motherboard may have came with one or two. Usually drives don't come with them anymore (OEM ones almost never do, even retail ones rarely do nowadays...)