Most aftermarket (non-DJI) OSD's like that one don't connect to the NAZA or pull data from it. The connection to the receiver you're referring to is probably the optional RSSI (Radio Signal Strength Indicator) lead, but you'd need a receiver that provides that data...many don't, including the Phantom's stock receiver. However, almost any OSD you can buy will be able to show the main batt voltage as long as it's connected to that and not a separate batt for FPV like some people use.
OSD's like the Dragon use data from their own on-board sensors (or connected ones built just for that OSD) when they put that info on your display. If you want to see the actual NAZA telemetry in your display, you'll have to use DJI's iOSD mini (or iOSD v2).