The Connection panel allows you to configure options that apply to more than one type of connection.
Most servers you might connect to with PuTTY are designed to be connected to from lots of different types of terminal. In order to send the right control sequences to each one, the server will need to know what type of terminal it is dealing with. Therefore, each of the SSH, Telnet and Rlogin protocols allow a text string to be sent down the connection describing the terminal.
PuTTY attempts to emulate the Unix xterm program, and by default it reflects this by sending xterm as a terminal-type string. If you find this is not doing what you want - perhaps the remote terminal reports "Unknown terminal type" - you could try setting this to something different, such as vt220.
If you're not sure whether a problem is due to the terminal type setting or not, you probably need to consult the manual for your application or your server.
All three of the SSH, Telnet and Rlogin protocols allow you to specify what user name you want to log in as, without having to type it explicitly every time. (Some Telnet servers don't support this.)
In this box you can type that user name.
If you find your sessions are closing unexpectedly ("Connection reset by peer") after they have been idle for a while, you might want to try using this option.
Some network routers and firewalls need to keep track of all connections through them. Usually, these firewalls will assume a connection is dead if no data is transferred in either direction after a certain time interval. This can cause PuTTY sessions to be unexpectedly closed by the firewall if no traffic is seen in the session for some time.
The keepalive option ("Seconds between keepalives") allows you to configure PuTTY to send data through the session at regular intervals, in a way that does not disrupt the actual terminal session. If you find your firewall is cutting idle connections off, you can try entering a non-zero value in this field. The value is measured in seconds; so, for example, if your firewall cuts connections off after ten minutes then you might want to enter 300 seconds (5 minutes) in the box.
Note that keepalives are not always helpful. They help if you have a firewall which drops your connection after an idle period; but if the network between you and the server suffers from breaks in connectivity then keepalives can actually make things worse. If a session is idle, and connectivity is temporarily lost between the endpoints, but the connectivity is restored before either side tries to send anything, then there will be no problem - neither endpoint will notice that anything was wrong. However, if one side does send something during the break, it will repeatedly try to re-send, and eventually give up and abandon the connection. Then when connectivity is restored, the other side will find that the first side doesn't believe there is an open connection any more. Keepalives can make this sort of problem worse, because they increase the probability that PuTTY will attempt to send data during a break in connectivity. Therefore, you might find they help connection loss, or you might find they make it worse, depending on what kind of network problems you have between you and the server.
Keepalives are only supported in Telnet and SSH; the Rlogin and Raw protocols offer no way of implementing them.