Help with SD2 Sang Motherboard header pin parts, please?

Those should work they aren't supposed to be tight in the holes.  The trick is to find a way to support them in position while you solder.  Remember to apply most of the heat to the pin itself.

I have it a try and it seems it just blackened my board because there is only the tinyist clearance to touch the pins at the bottom and it has started to melt the pcb. Is my board done? Where can I buy a new one that might have these header pins attached already, if i do need to buy a new one. As for the picture I  know i need to make sure none the metal is touching. I'm just showing the blackening.

I think you should consider a different board all together (rumba).  The board being black doesn't mean anything unless the traces are peeling up.  Option 2, why use pins when you can just solder wires in there.  Go buy yourself some flux and use it to clean the pins or wire.  Then make sure your iron tip is clean.  Get it hot and wipe it on a wet sponge.

On the motherboard, from the screenshot it looks like the pin I need are already done, but I am open to getting another board. I just figured as close as possible board would be much easier

As for my current problem I went back to connecting the L-cheapo laser the old way even if I won't get PWM for now. Except now I have a big problem which I am sure I caused somehow,  that I have determined it not the laser itself.  seems if ther eis power the laser and/or the extruder just turns on. The laser comes on, or the extruder just starts heating up and up and up. I have been trying to look for areas where there could be a short with no luck, though it acts like there is a short. I even ran a new wire from the Extruder power connection to the extruder connection. I looked for loose wires etc.

I am stumped at this point unless it's the bad work I tried to do in the PWm area. I am starting to think the whole printer is a loss, which sucks more since the laser was supposed to be my xmas gift, probbaly my fault for trying to do it on the cheap without electrical knowledge.

Um yeah, you may want to check the area where you we soldering.  Also, because I assume you did your homework.  On the Sang you have there is more to getting PWM to work than just soldering in the pins.  So here's what you do,,,,, take a deep breath and let's come up with a solid plan.  I assume the hope is to control the fan via the fan slider in RH? 
No worries about the whole thing being junk.  If you're willing to put forth the effort there's a few users around that are more than will to help you come up with the steps to move forward with this project.

You may be correct if that's all included.  I just don't want to see you go through all the effort to find out a step was missed.  A solder sucker is a great affordable tool they would help with your clean up efforts.