As mentioned on this page at the bottom, describing the Voyager figure, these holes and pegs, I believe, fit into each other in "Battle Station Mode".
I agree, the original post would be more helpful with some pics. "these holes and pegs" do not make sense without pics.
The page he linked to mentions where they are. I don't have the toy, but the description sounds pretty clear to me.
Nice find. The holes and pegs can actually be used for Artillery mode. It makes for a different mode than the one in the instructions, but everything seems to stay together better this way. The blue tab inside the cab can slide into the slot that is on the underside of the cab in truck mode. The pegs at the back of the rear wheels actually fit into holes on the underside of the cab. I have it circled in this picture: To get it to work you need to fold up the arms in such a way that the pegs wheels can reach the cab. Once its all tabbed together I like it a lot better than the official way to do Artillery Mode. Of course it still looks like a jumbled mess from the side, but front on looks good.
i have him like this.. now he's uber win pwnage! and he rolls fine. a bit heavy on the front because of his feet/legs