If you require strong PC gaming performance, traditionally that meant a desktop was your only option. However, the advent of modern high-speed external interfaces such as Thunderbolt has allowed for the integration of desktop-class graphics cards with laptops. These products, known as eGPUs, are an easy way to bring enhanced graphics performance to laptops without discrete graphics. Basically you put a desktop GPU in a special box and then plug that box into your laptop. The laptop then sends programs that need strong graphics power to run on that box.
All eGPUs on the market currently use the Thunderbolt interface. Intel and Apple designed Thunderbolt as just a fancy wrapping of the PCIe and DisplayPort interfaces in an external cable. This allows for a connection between PCIe devices and Thunderbolt-enabled laptops with a single controller chip.