Connected fields is a setting on checkbox and selection fields.
On a checkbox field, you can choose to have a field display if a box is checked. You can also have a field display if the box is not checked.
On a selection field, you will see the options for Parent and Child.
Linked Selection Field - Choose Parent - Choose another Selection Field to be the parent of this Selection Field. Leave this setting blank if you don't want to choose a parent Selection Field.
Linked Selection Field - Choose Child - Choose another Selection Field to be the child of this Selection Field. Leave this setting blank if you don't want to choose a child Selection Field. If this is a dynamic selection field, go into the list definition for this field, click to change the starting point, and select Parent Item Picker as the starting point, and finish your query. Then save and close.