Which model of MacPro do you have?
- 2006 - 2008 have Molex connectors for the optical bays.
- 2009 - 2010 have a SATA backplane connector (data + power)
If you've a model with a Molex connector (2006 - 8) and the 2nd optical bay is empty, then all you'll need is a long Molex cable (aka
Molex Extension cable).
If the 2nd optical bay is occupied, then you'd need a
Molex splitter and a
Molex extension cable (presume you can find one in the EU, if not locally).
For a 2009 - 10 model, an empty 2nd optical bay will require a
SATA to Molex Cable (pay close attention to the connector gender as it's important). Just plug it into the backplane cable (it will only fit over the power signals, leaving the data pins unconnected), and attach that to a Molex Extension cable to reach out of the case and to the relay adapter linked previously.
If the 2nd optical bay is occupied, then it will be more complicated. You'd need to give me the details in this case, and we can go from there (usually does require some splicing <attach's 2 different cables together that don't have ends that just plug into one another>, but it's easier than the relay; just splice 4 power wires together by color).
Given it's only needed for a single graphics card, and it uses a single +12V rail, it's going to be close (rated at a max of 336W on the +12V rail - the continuous delivery would be ~238W <Max Power divided by the square root of 2; in this case 336W/1.414 = 237.6W).
Where I'm concerned, is with the HD5870's power draw (
Anandtech tested it out at 354W at full load). PCIe slots can provide up to 75W of power, so that puts the load on the PSU as 354W - 75W = 279W, which is less than the continuous capability of the CX430 V2.
The
CX500 V2 however, can (barely). It's rated at 408W max on the +12V rail, which calculates out to ~289W continuous delivery on that rail (still a single +12V design). Which is just over what it would be required for an HD5870.

Just add a
6 pin PSIG splitter to the 6-pin from the PSU, and you've got power to the HD5870.
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Now if you want to be able to install a more power hungry card later on, then get a more powerful PSU now (i.e. CX600 V2 is the largest in that family, and is still a single +12V rail design; there is a way to use a dual +12V design, and that's just to skip the PSIG splitter and connect 2x 6-pin connectors from the PSU to the card, as they're likely on separate rails).