Is this a big link between my railjack and my ship ?

Yes. It's an umbilical connecting the Railjack to your Orbiter. I hypothesize that it's how your Orbiter to Railjack transition door operates and how the Railjack itself is maintained outside of missions.

Now if only we could swap Ordis out there and Cy in the orbiter.

I like to imagine it sucks you up into your rail jack.

What character you rocking?

Yeah?