You can see the microUSB port, near the bottom of the phone. It's amazing, but there's just one socket to rule them all and in the darkness bind them to handle power, data and audio. In case you're wondering about the audio part, there's apparently an included microUSB adaptor for audio connections, and of course there's A2DP Bluetooth stereo so perhaps physical audio sockets are less needed nowadays anyway.
Incidentally, it's worth making the point that microUSB is different from the miniUSB we're more familiar with, as it uses an even thinner socket.
What remains to be seen is whether this will spread across Nokia's device range, and how quickly it will happen if it does.
And here's the front of the phone in case you're curious...