A terminator is a device that prevents reflections off the end of the bus. They usually look like a connector with no cable attached to it. They definitely attach to the pins on the device. Basically, each SCSI device will have two SCSI connectors, so that the bus can pass through it. The last device needs to have a terminator on the connector that would otherwise be unused.

Take a look at these terminators to get an idea of what they look like.