Sensor has interrupt pins. What can I connect them to?
In general for motion control sensors, you can always constantly poll the data from your MCU, which will give you the highest sampling rate. However, there are situations where interrupts may be useful. A very common example is if you are using an accelerometer to detect the user interacting with the device (e.g. a remote control). You can put your MCU into some low power sleep state, and have it wake up only when the accelerometer asserts the interrupt pin corresponding to a large change in acceleration or orientation from user handling.

If your particular application only needs to read the acceleration/rotation at a constant sampling rate and you don't care about using it to wake up your MCU, you should not need to connect the interrupt pins. It may be prudent to connect them to external interrupt inputs on your MCU in case you want this feature later.