As stated above they tend to be included with the motherboard not the power supply.
SATA Data cables - Motherboard.
SATA power cables - Power supply
One time I was updating a system(adding an SSD) had done all the physical installing and connected the power "ah I will need a SATA Data cable for this new drive". No new MoBo so didn't have any supplied and there was none in the spares box(there is now) so nipped to the local repair business (they sell a few items too) and got one (well a couple actually) there .