There will be 4 grey plastic clips just right of the DVD drive. Note their position as they will fall out in the next steps.
To disconnect the temp sensors, apply a small amount of pressure between the board and the wires being very careful not to apply pressure under the plastic housing that is mounted to the board.
How do the fan connectors on Step 21 work? It appears that the connector has to come up away from the board but the base of the connector isn't attached well to the board so it is very easy to destroy this connector. I've found its not required to disconnect the fans if all you are doing is removing the system board.