It doesn't say it comes with the T-connectors, L-connectors, or the extension cable (which as you discovered are available separately):
So, I'm not sure where the confusion comes from other than maybe missing this information: you don't need the connectors to use the strips (all of them). The strips provided can connect to each other, straight through, as-is.* The specialized pieces available separately just allow you to do more unusual things with the strips.
*EDIT: Later posts revealed that this was, indeed, the point of confusion. The strips have built-in connectors. While I suspect the poster above was simply trying to save face, I figure this is worth mentioning in case anyone else is not sure.