Dear Marzio,
the first one (the chain) make you this step a file on its own. For example: connection to a database, you must click on the chain image then the file with connection details will not be only inside the script you are doing but it will be a file on its own and will be available for all other serverconnect scripts.
Or if you have a query that you must repeat inside different server connect script, you can click on the link (chain) button and it will be available for all the scripts.
About Output, better other make their explanations 