What is "connection strings?"

What does Microsoft mean when it is talking about "connection strings"?

Context: We've seen that the encryption services all use keys to encrypt and decrypt data. How do we ensure that the keys themselves are secure? You might also have passwords, connection strings, or other sensitive pieces of information that you need to securely store.

Research: https://en.wikipedia.org/wiki/Connection_string

"In computing, a connection string is a string that specifies information about a data source and the means of connecting to it. It is passed in code to an underlying driver or provider in order to initiate the connection. Whilst commonly used for a database connection, the data source could also be a spreadsheet or text file.
The connection string may include attributes such as the name of the driver, server and database, as well as security information such as user name and password."