Sorry I just saw this now must have missed this earlier. Looking at my explanation I don’t think it was clear.
The pilot tones and training sequence are in fact transmitted along with the signal. The top port that you connect directly to the OFDM demodulator is what the demodulator compares the received pilot/training symbols to. In a REAL system the receiver is programmed to know what pilot tone/training symbols it expects and compares it to the detected signal which is a combination of the overhead and the actual information.
In the simulation, as I mentioned the pilot tones/training symbols make up part of the transmitted signal, and the port coming out the top is the undistorted pilot and training sequence tones the receiver compares the detected signal too. This is perhaps a bit confusing, but this port should not be interpreted as a real signal but rather just a visual way to show that this particular modulator and that particular receiver are agreeing on the same pilot tone and training symbols.