Yuya,
This depends on the reader and connection type. If using a REST or SOAP connector it uses that protocol over HTTP to read the data for example. Certain technology ones are hard coded like SFDC using their REST API or ExactTarget using their SOAP API. Besides the HTTP protocol we support FTP/SFTP, WebDAV, and JDBC for connections.
http://developer.gooddata.com/docs/data-loading provides an overview of data loading with a bunch of related articles / tutorials linked to further down the page. There is also a CloudConnect User Guide and Data Loading Admin Guide that might help.
Is there a specific type of data pull you are interested in understanding further?