A lot of ppl build a frame to hold the cards spaced out a bit so you can get good airflow between them, and use extender cables to connect them to the motherboard.

This also lets you use all of the PCIe slots on the board, regardless of their lane width.

My first custom-built GPU rig: http://i.imgur.com/nREwxM9.jpg

I arranged the cards with 40mm of empty space in between each (same width as the cards themselves).

Extenders: http://cablesaurus.com/

Don't even think about running the cards crammed up next to each other with no gap in between.