The only connection I saw was about 12" behind the driver side rear tire. It is tucked up high by the frame, and should only take a minute to find. Its a baby blue color connector.

While you are down there, look at the last 9" of the frame, inside vertical face. You will see that there are 2 bolts holding the back bumper on, I believe 1 of these is shared with the hitch. Then there are 2 more threaded holes, those are also used by the hitch.

Another interesting note, on the 1st Gen everyone was given a harness... I have not seen mine yet (even though mine was originally supplied by the dealership with the hitch).

05_X - yes the dealership knows me very well. I am the Xterra guy.