What is baseband connection?

Electrical signals are found in different parts of the frequency spectrum.

A baseband signal is an "original" signal that directly conveys the frequency range of the original: a hi-fi audio signal is commonly 20 Hz to 20 kHz, analog video (European) is 50 Hz to 5 MHz.

A baseband signal *does not* use a modulated carrier, no matter how high or low its frequency.

Any signal that *does* use modulation is *not* a baseband signal. Radio (and other) transmission systems use the baseband signal to modulate a carrier before sending. On reception, the modulation is extracted to become a copy of the original baseband signal.