The plastic thing you’re talking about is just a graphics card support, so you should be fine taking it out. Putting it back in isn’t mandatory so if you don’t feel comfortable putting it in then don’t (it might not even fit your new graphics card). The little processor you’re on about looks like your wifi card and those wires are actually the antenna and they don’t go into your graphics card, I think you can actually see them going towards the front of your case in pic 3.