Power supply to graphics card

[Nightwish]

I've just bought a gtx 560 Ti card and noticed that there is 2 square ish sockets at the fat end. Do this need to be connected to the power supply?

 

[Sunius]

Yes! Here's how it looks on my system:
http://img15.imageshack.us/img15/1782/dscf4754o.jpg

Don't even try turning it on without connectors, it could damage it!