That depends on the particular group of servers you're looking at. It could be Ethernet, Infiniband, FibreChannel, fiber optics -- practically anything connecting the servers together.
Usually servers perform distinct tasks unless you are really talking about a cluster designed to be a supercomputer (though VMWare & friends has blurred that line recently because a given workload can be moved around between different physical servers with impunity). Applications which wish to make full use of the processing power offered by that many machines needs to be specifically engineered to allow distributed computing of that sort -- they operate just as if you'd install that application on hundreds of desktop machines.
Really, there's little difference between desktop hardware and server hardware except that server hardware is much more expensive, and much more reliable, and much faster.