They should connect to weepers around the foundation that, in turn, tie into a municipal drain, a sump in your basement or some exterior drainage system on your property. It all depends on local regulations and the peculiarities of your home and property.

Or it could be that is all it is, a drain with a bit if gravel and sand.

a drain with a bit of gravel and sand

Yep!

I once came across a w.c. in an addition behind a storefront that was drained that way!

It was only discovered sometime later, when the new owners were having trouble with "backups".