PCIe devices communicate via a logical connection called an interconnect or link. A link is a point-to-point communication channel between 2 PCIe ports, allowing both to send/receive ordinary PCI-requests (configuration read/write, I/O read/write, memory read/write) and interrupts (INTx, MSI, MSI-X).
At the physical level, a link is composed of 1 or more lanes. Low-speed peripherals (such as an 802.11 Wi-Fi card) use a single-lane (×1) link, while a graphics adapter typically uses a much wider (and thus, faster) 16-lane link.

Related:

10G SFP+

Intel PCI-E card

Cisco compatible SFP cable