The P35-DS3R doesn't have onboard video. You have to have a graphics card.
Yea...what he said... The DS3R doesn't have an integrated video card so no monitor output is built into the motherboard. Your 8800 GTX goes in a PCI-Express x16 slot and will stick out of the case through the 7 or so expansion slot on the case -- not through the motherboard I/O plate.
The Graphics cards that come built into motherboards have very limited capabilities. Doing much of anything beyond surfing the net or playing simply games is pretty much their limit.
Depending on what type of games you want to play if any would help determine the kind of card you want.
People spend as little as $50/$60 or as much as $500+
Knowing what you want to do and what you want to spend will really help.
$50=Real Basic Gaming.
$125=Can Handle Modern Games OK even if not the fastest or prettiest.
$250=The New 8800GT - The perfect card for a heavy gamer who is not super rich.
$$$=8800 Ultra GTX - Best Money card can buy. Mere moratals quake at the price.
The connection you see on the picture you linked is NOT a monitor hookup. It is an old serial port that you will never ever use anyway. You linked a DS3R revision 1. My guess is that they sent you a revision 2 board that removed both that as well as the older printer port for I believe additional USB ports, but I might be wrong about what they put on.