Listen to allows you to receive all events from another object. Consider Example 1 below. When a player enters Trigger1 you could listen to it, causing actions to fire, without needing to attach a script to that trigger. Please note that if you are running a script on the trigger object, or if you need to differentiate between triggers, connect to event allows for custom event mapping.

When the world is started we listen to all of the events on Trigger1. Allowing us to know when a player enters the trigger and then play visual fx on confetti.