Congratulations on your new purchase!!
That camera can produce some great results with the built in flash, but an external strobe will allow you to play with light angles and reduce the backscatter. External strobes allow you to vary the light to create moods, highlight particular areas of your photo and add colour to a wider area (strobe angle dependent). Have a look in my gallery for some examples of lighting and A70 photos. LukeRob's gallery is awesome and he uses the same setup with Inon strobe.
You're on the right track, IMHO, to learn to use the camera only first, though! And when you learn how to work with the limitations of your system you'll get some excellent results (and this is a vital step as every system has limits!)
As far as I know, there is no way to hard wire a strobe with this unit.
I have used two different strobes with that set-up: one my trusty Ikelite 50 and slave controller and two my Inon 220s with fibre optic cable. Both work a treat.
With the Ike the only control over output I had was distance and angle as there are no manual controls on that particular model.
With the Inon I have 11 manual control settings on the strobe.