They do.
You will need to buy special software to tether your camera to your computer: http://www.nikonusa.com/Find-Your-Nikon/Product/Imaging-Software/25366/Camera-Control-Pro-2.html
... why you would want to do that is a mystery unless you are shooting wildlife photography and want to be far from your camera.
Using it in a studio situation slows down the shooting process a whole lot
