Yes, they all use different connectors and protocols, manufacturers make adaptors to convert from one make to another (although they are quite expensive, having the special connectors and presumably a micro-controller inside).
My Blaupunkt car radio has a connection for a boot mounted multi-disc CD player, obviously it uses the Blaupunkt connector ad protocol. I was considering fitting a Sony CD in the boot, and checked the adaptors, they were about £50-60. In the event I never actually could be bothered, but I'm still considering it!.
The details of the protocols involved seems quite difficult to find, although a web search a couple of years ago did find a few details.