Yes, it has the proprietary connector. Looks similar to the PS3 actually.
It's actually the same connector, you can use the same AV cables on any PS device. I swap mine back and forth all the time when testing systems.
I also got these yesterday evening:
2013-10-21 Pickups by
xelement5x, on Flickr
Lethal Enforcers II: The Western, Mega CD Box Set (also comes with massive registration sheet)
Sonic The Hedgehog
Mortal Kombat
Shadow Blaster
Burning Force
Columns
Arnold Palmer: Tournament Golf
SHOVE IT!
Altered Beast
Lethal Enforcers was thankfully a domestic pickup so I didn't have to pay crazy shipping from Japan. It's complete with all the stuff as far as I can tell and I love the box art on it. The sly coquettish look of that female gunslinger just draws you in.

The Genesis games were a bundle pickup from ebay, all are complete with instructions. I actually grabbed everything because of Burning Force, but Shadow Blasters and SHOVE IT! look pretty interesting too.