Return it to the store, tell them that the power cable is missing and get a new one. If the store has no return policy, you should be able to purchase a generic one off eBay for only a few dollars.
If you do not have a power ribbon for your PS2 it will not turn on and the only thing you can do is either buy a new ribbon and have it installed (not likely) or contact Sony to pay them to replace it.
You sould get one even tought its last gem console this system has 1400+ games. Now its a good time because its over 10 years old so sony may stop making them. The down side is that no new games are coming for it.
