.connection property is a string that contains the information needed to connect to a data source and query data from it. .commandType value (which is a value of the xlCmdType enumeration). Some values for the first part include URL
TEXT (which is used, for example, to load CSV data)
saveAsODC method allows to create .ocd (Office Data Connection) files. .recordSet property evaluates to a DAO record source (probably when the queryTable gets the data from an MS Access database queryTable and a listObject: the list object has the property .queryTable and the query table has the property .listObject which, at least in my tests point to one another. workbookConnection object which (centrally) stores the information that is needed to access (external?) data.