A connection in general describes that two parts are linked with each other. In our context, we use the term connection related to Eclipse Ditto's connectivity microservice.
You can configure connections with the Bosch IoT Hub as well as generic endpoints using AMQP 1.0, AMQP 0.9.1 (e.g. RabbitMQ), MQTT, HTTP (outgoing only), or Apache Kafka (outgoing only).
To configure a managed connection of your Things service instance with external systems you can use the Things UI.
There you can see the status of connections, adjust them, or even create new ones.