In Salesforce, connected apps allow an external application to integrate with Salesforce using APIs and standard protocols like SAML, OAuth, and OpenID Connect. Connected apps use these protocols for authorizing, authenticating, and giving SSO for third-party apps.
For example, if you log in to your Salesforce mobile app then you can see your data from your Salesforce org since you’re using a connected app.
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Also, watch this video on Salesforce to understand better and get started:
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