Each Connect message will contain an EnvelopeStatus object and DocumentPDF objects -- the full structure of these objects is specified in the DocuSign WSDL: https://www.docusign.net/api/3.0/schema/dsapi.wsdl.
Taken from the DocuSign Connect Service Guide (http://764be237d39fdfa0985f-37a6c1f0731907180d9764651d02bea9.r5.cf2.rackcdn.com/DocuSign_Connect_Service_Guide.pdf):
"The XML post from DocuSign contains the EnvelopeStatus object along with DocumentPDF objects, if the configuration has the checkbox to include the push of the documents.
The DocuSign 3.0 API WSDL file that contains definitions for both structures is located on the DocuSign website. It can be found at: https://www.docusign.net/api/3.0/api.asmx?wsdl."