if I use the auto-focus, does it adjust the lens focus, or is there a secondary lens in the body that gets adjusted?

No, there's no secondary lens. The lens attached to the camera contains a motor that moves the lens elements as required by the autofocus system.

Same with the aperture settings, is this changing on the attached lens, or is there another lens inside?

Same answer -- the camera tells the lens to change the aperture; it's not something that can be adjusted in the camera body.

If it is changing the attached lens, how do the 2 connect. I can not see any obvious connection other than the mechanism holding it in place.

If you remove the lens you'll find a row of little gold contacts on the body and a matching set on the lens. When the lens is attached, these contacts mate and form electrical connections that the body uses to control the lens.

Here's a photo from Wikipedia. This happens to be a Canon EF-mount lens, but other manufacturers use similar systems.

Especially on mounts that still support older lenses, there may also be mechanical connections that allow motors in the camera body to power adjustments in the lens. Nikon's F-mount and Sony's A-mount are two prominent examples.