Users who are added as Site Collection Administrators are added in one of two ways:
1) They are the Owner or Secondary Owner on the Site Collection. You can set those from Central Administration or PowerShell.
2) They are added by going to the Site Collection Administrators button on the ribbon when viewing the Permissions page on the Root Web of the Site Collection.
In instance #1 the NT login is set as the Owner or SecondaryContact properties of the Site Collection.
In both instance #1 and #2 the user is added to the User Info table of the Root Web. They are, by default, granted the "Limited Access" role, but the record has a property called "IsSiteAdmin" that gets set to true.
So, when SharePoint is determining what permissions a user has to content within the Site Collection, it first checks for the IsSiteAdmin flag on the User Information record and then, if not an admin, checks for what roles have been assigned to the user.
If you want to see all of this visually, you can use SharePoint Manager (an open source tool on CodePlex): http://spm.codeplex.com/releases/view/97332