CV and Gate are separate signals that control pitch and note triggering respectively. When you play a note on the source synth and the cables are hooked to the target synth, the target synth will play that note (with some caveats). You can change filter settings etc on the target synth as the notes are playing.
*EDIT* Here are some further thoughts that might help. Some manufacturers use different values to represent notes. Arturia uses a scheme called Volts/Octave while Korg (for example) uses Hertz/octave and these are not compatible in the sense that a note played on a Korg will not be played correctly on a MiniBrute. There are devices that translate between the two, but in these cases using MIDI between the machines is probably the best solution.
Even if companies use the same CV scheme they may not map octaves in the same way. When playing some synths together the target may be off by an octave (or maybe two). Currently, for example, the MicroBrute will not drive a MiniBrute correctly though this may be corrected with the next firmware update for the MiniBrute.