Sorry just woke up (holy smokes theres so many new comments maybe this was answered). You want to plug it into the gpu. Its a common/uncommon mistake new people do. But hey have fun when you get all the parts! I hope all these comments help, its been a while since I have last built a computer.
I recommend Nobara OS nvidia version. This comes with drivers during initial installation so no need to follow wiki guides and spend additional time carefully installing stuff. The biggest “plus” is that (assuming you are using discord), they have a pretty large discord server where you can ask questions and stuff.
Even though its just a spin on fedora, I think this community and distro is good for newcomers who also game.