That’s correct. When you buy a Mac, you don’t need to download extra drivers. Only if you buy a Mac Pro and later install a different (or additional) PCI graphics card, you may need to download drivers.
The only PCIe expansion capability available on any mac (including the new mac pro) is thunderbolt. The new mac pro does not have any internal expansion.
You can however, use something like [this](http://www.sonnettech.com/product/echoexpresschassis.html), as long as you realize that you only have access to PCIe x4 bandwidth.
I've also not seen any posts of anyone actually doing this yet.
Nominally these are to support higher end cards for things like CUDA and OpenCL. Interestingly, though, the official drivers contained in updates from Apple have evolved support for pretty much every nVidia card since 2010, and recently starting gaining support for the AMD 7xxx series. For example I run a hackintosh with a fully enabled GTX 470. In Snow Leopard days I had use the nVidia supplied drivers for their workstation cards, these days it Just Works.