If you are refering to what looks like a 1/4" female recepticle (like those used for older stero headphones), those are located at various locations on the aircraft, Boeings, at least, and are part of the service interphone system. They allow the mechanics to communicate with the cockpit (usually with another mechanic there) in troubleshooting, calibrating, or repairing some types of problems during servicing.
As far as the ones near the engines are concerned, "trimming" an engine would be a good example of how they're used. The engine must be run, and one mechanic tweaks the fuel control unit settings at the engine, while another in the cockpit reports various engine settings.
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