Mine were not connected, but I determined that they are for status LEDs. Top pins toward the outside of the board are power and inside pins are ground. From the outside of the board going inward, the first column is power status. I am guessing, since it goes high when powered on and takes a long to turn off, guessing it is all of the caps. The next one in is some sort of status. It seems to blink randomly. I am guessing it is reporting transactions between the mining ASIC and cgminer. The rest of the pins do not see to do anything, that I could tell. I have a friend who got his Baby Jet and these same two sets of pins are connected to the white LEDs on the top of the Baby Jet sticker on the front panel.
Power supply inside a Sierra is a Seasonic Model (X-850) SS-850KM Active PFC F3 power supply rated at 850 Watts. There are two. One supply goes to the left PCIE power inputs of all 3 boards and the other goes to the right PCIE power inputs of each board. I will post some photos later on today, since after verifying that it mined, I took it apart to see how everything was connected.
Kikaha, can you tell me if one of the boards have the front panel pins connected ? If so can you tell me what order they are in? I've circled below.
http://i.imgur.com/SczXAAg.jpg