have you powered the gfx? when you say no sata you mean no sata on the mobo as the cpu wouldnt have sata
what mobo did you go with?
If its this Gigabyte GA-P35C-DS3 then it has 4 sata connectors(yellow things in 2 blocks of 2) and would have shipped with at least one cable
The last Gigabyte board I bought(about 2 weeks ago) was older than yours and shipped with 2 sata cables