The two rectangular tabs sticking out are the electrical contacts.
You need to cut the green wire to the ATX supply, and connect each of the cut ends to one of the contacts.
The two holes in the oval section are for mounting the switch to the item you want to detect the temperature of. (Waterblock, coldplate, whatever) You want to hold the flat side of the switch up against the item to be sensed.
You can drill and tap holes to mount the switch, or just thermal epoxy it, if you don't mind a permanent attachment.