Socket LGA1156 CPUs, like socket LGA1366 and AMD processors, have an embedded memory controller. All other Intel CPUs use an external memory controller, which is located on the north bridge chip (a.k.a. MCH or Memory Controller Hub) from the chipset. This means that with other Intel CPUs the chipset (and thus the motherboard) is the component that says what memory technologies and the maximum amount of memory you can have on your PC.
Since now the memory controller is inside the CPU, it is the processor, and not the chipset, that defines the memory technologies and the maximum amount of memory you can have. The motherboard, however, may have a limitation as to how much memory can be installed.
At the moment, the integrated memory controller of socket LGA1156 processors supports only DDR3 memories up to 1,333 MHz under dual-channel architecture. EVGA says this motherboard supports memories working above 1,333 MHz, but was incapable of making it clear what speeds above 1,333 MHz are supported (they only say “1333MHz+”).
The first and the third sockets are gray, while the second and the fourth ones are black. In order to achieve the maximum performance, you should install two or four memory modules to enable the dual-channel architecture. When only two modules are used make sure to install them on the gray sockets. If you install them on the black ones the computer won’t turn on.