So that indentation is for power? And that power plug has a connection on the outside that the pen itself also clicks into?
Kind of like one of those passive USBs where you can plug another USB into the back.
That doesn't sound right, though maybe I'm just not understanding you. Let me try and explain it. Like the Surface RT, the Surface Pro has a magnetic connector for the power supply. Rather than "plugging in", the connector just needs to make contact, and the plug is then held in place via magnets.
The pen has a magnet that's the same size as the power connector. When the power supply isn't connected you can "connect" the pen instead.
I could have sworn I saw an image with the pen connected, but I can't find it now.