PCI-e lanes used to come from the chipset. These lanes are not dependant on any CPU. But these days some of the PCI-e lanes also connect directly to the CPU.
That means that with two CPUs you can have more PCI-e lanes than with 1 CPU. Or from another perspective, with one CPU not installed some PCI-e lanes are not connected. There might be physical slots on the motherboard, but those will do nothing until the relevant CPU is installed.
In your case the motherbord is designed for E5-2600 CPU's and uses a c612 chipset. The chipset provides up to 8 PCI-e v2 lanes and the CPU's provide up to 40 PCI-e v3 lanes each. It is up to the motherboard manufacturer to decide how these are used. In this boards case the lanes from CPU#0 are routed to some expansions slots and the on-board SAS controller, while lanes from CPU#1 are routed to other expansion slots and lanes from the chipset are used for Ethernet and Management. The PCIe on CPU#1 seems to be rather underutilised, so this is probably not the best board if you want to fit a load of IO cards.