Windows 7: Do all motherboards have this?

My motherboard is a ecs x58b-a Motherboard it has a connection From the motherboard itself straight to the power supply called a AUX4P power connection do all motherboards have this what is it?

That connector, referred to in the manual as ATX4P, provides extra power to the graphics card (PCI-Express x16) slots. Not all motherboards have this connector (or equivalent), but if it is present and you are using graphics card(s) then it must be connected, even if the card has its own auxiliary power connector (which must also be connected). This is usually due to the design of the board, specifically the current carrying capabilities of the printed tracks, and not the limitations of the main ATX connector. By having this extra connector, it is possible to spread the power load over more tracks than would otherwise be possible without it.

I see but why would they make it so a video card can have more power than it already needs that seems silly.

It provides more direct power right from the PSU, rather than having to run through the motherboard and then through the slot. I don't see how that's silly. It's more efficient, better at handling higher-draw video cards, and keeps the power separate from the motherboard and it's resources.