Just ordered almost all the parts for the pc except for the case, managed to build a entry level gaming pc for $250, but I have no clue how differentiate screws for HDD and for the mobo, also ordered from NewEgg, really scared that things might come off DOA.
the best way to find out what screws go where is to just try the screws and see which ones go where.
(Also your case may also use the same screws for motherboard retention and HDDs, many cases on the market already do that)
You could try testing different screws with the standoffs to see which one fits best, same with hdd. In the manual there should be pictures of the screw (think IKEA) so you'll have some idea which screws to actually try.
Don't apply much force when trying to thread them, do it by hand. Most of the metal used is soft junk and you will easily strip out the threads.
Most PCs I've built recently I only run into 3 types of screws except for certain speciality screws that will come with the component they are meant to be used on.
6-32 standard Screws, the ones with "coarse thread" commonly used for Case parts & panels, Power Supplies and expansion slots.
M3 metric screws, The ones with "fine threads" commonly used for Optical Drives, SSDs and HDDs.
And the screws with "extra course threads" they have self tapping heads and are used with case fans.
The motherboard standoffs will have the hex shaped "heads" and screw into specific points on the case motherboard tray depending on the form factor of the Motherboard (ATX, Micro-ATX, Mini-ATX ect.) . Usually these points are marked on the case itself or a diagram in the instructions. most standoffs accept 6-32 screws to hold down the mobo but as Kiaxa stated M3 screws are being more commonly used with standoffs.
Just be gentle and don't force anything, keep trying the various screw types provided till you find the one you can start threading by hand before you start cranking down on it with a screwdriver.