The raspberry PI is just a small computer that is used instead of a PC or lap topto run the GIMX software and allow your older PS3 wheel to be used on a PS4
The way it works is, you plug your old wheel into a PC, lap top, or raspberry PI, and the software translates it into a logitech G29 that your PS4 will recognise, but you still need to get that information to the PS4, and you can not just plug a computer or PI into the PS4, that is what the little DIY adapter is for, it allows the PC or PI to communicate with the PS4, if you tried connecting them without the adapter, they would only see the cable, but not what is on the other end, so the computer and PS4 would not see each other, however they can both see the adapter, and that is how they are able to talk to each other
P.S. :-) the adapter is really really easy to make