According to the tech specs, yours does not come with those options. it also does not appear that those items can be easily added after the fact. This thread mentions a way to get the frostcore to work in a G5 similar to yours. If the seller you bought it from stated in print that they were included, then send it back for a refund.

First, you would have to open up the casing to find out if there is an extra SATA header.  If there is, but there is no secondary board attatched to it, where that drive bay would go (many of the boards have the header\plug, but it's upside down and not close enough to the bay; so they used a small extension board to make it possible to use it as a hot swap bay), you may have the capability, but it was left out of your model for some reason.  Most of the boards DO have the header and the plug, but using it would cause power issues in some models, as they are rated to comply with processor matching power needs.   This might be negligible, I have little experience actually forcing this, I don't suggest it.  But, if you could find one of those sata extension boards on newegg or ebay, you might be able to install it (you need the proper screws as well, 2 of them).  If you don't have the header\plug (some were left off the boards intentionally), you'll probably only see the solder pads, in which case the point is moot (please don't think about modding this)
If you do see the sata header, it will be solid plastic, not on a wire, but right next to the sata wire for the spare sata drive bay on the bottom of the machine.  If it is there, look for an extension board next to it, that flips the plug over.  If not there, again there is a reason, probably power consumption and current rating on the board.  However, if you want to void any warrantee, go ahead and get the extension, find a take apart tutorial online with pictures to see the orientation of the miniboard.  Lastly, you'll have to acquire a drive caddy, a 9.5mm ODD, and a bezel for the caddy.  Newegg is your friend there.  They have all three.  I don't think they have a frost core.
Frost core is more for cooling the ram and pci-lane SSD's (M2-sata \ NVME).  There was speculation that it was for cooling the processor, and it only gave a single degree of temperature drop at max speed.  However, some have placed heat-spread pads onto SSD's and found that the Frost Core cools them much faster than just the thermal padding\heatspreader.  Since the ram and M2 slots are so close, it's just as likely this has an effect on ram as well.