The Beauty Of Standards: Just Plug It In
Sonnet Technologies' Echo Express enclosure should be compatible with any PCIe-based device, so long as you have drivers for it. The only complication involves operating system support. A graphics card backed exclusively by drivers for the PC won't work in OS X. The same goes for a Mac-specific piece of hardware that lacks a Windows driver.
As we've already covered, the installation is pretty easy. Drop a card into the chassis, plug in the power connector, and connect the Thunderbolt cable.
When we drop a GeForce GTX 460 into the Echo Express Pro, this is what we see. After installing Nvidia's driver package, the card shows up as a secondary card. The hierarchy of bridges makes it clear that the GTX 460 is being controlled through a series of PCI Express switches. More than likely, this will further affect performance compared to a card sitting in a native slot.
Then again, that's simply not an option for someone using a notebook. As a measure of convenience, getting discrete graphics running on a notebook almost certainly trumps the non-native performance trade-off.