Normally you don't have to connect the fans externally, or do I just have no idea? ^^
If you mean the connections opposite the PCie pins directly behind the metal cover, it is most likely the SLI interface. An SLI connection can be created there with an SLI bridge and a second card, which then uses both cards for computing (explained simply). The performance gained from this is about 160% (1 single card= 100%).
If I'm wrong, could you attach a picture so I can see what you mean?