Connections create a bridge between HDR Light Studio and your 3D software, so that the lighting can be synchronized in your 3D software whilst working in HDR Light Studio.
This means you can start an interactive rendering session in your 3D software to see the result of the lighting from HDR Light Studio. This provides a great lighting workflow.
One Connection at a time.
Only one session of HDR Light Studio can be run at once on your computer. Therefore only one 'connection' to HDR Light Studio can be active at any time.
For example, running 2 sessions of Maya and trying to Start HDR Light Studio with both will cause problems.
Where it can, an error message will appear when you try to do this with a connection:
Unable to Start.
HDR Light Studio is already using another Connection.