Download a miner and start mining, and it will become more clear how it works. I don't think SLI makes any difference - just as long as the miner can use all of the cards.
If you're using SLI you must have an Nvidia card. Nvidia cards don't typically mine as quickly as ATI cards, you should check this out if you haven't already:
https://en.bitcoin.it/wiki/Mining_hardware_comparison#Nvidia