This Connections Report shows you what sessions are connected to a specific database, and what program they are connecting from. For instance in the below screen shot you can see that there are 5 sessions to the PrimeNumbersDB from a computer called BELIZE.
Double clicking on a row in the grid view will take you to the Connections Advisor where you can see the last query run by that session.
Whats a SPID?
The thing that uniquely identifies a session is the SPID. In SQL Server a SPID is a Server Process ID. When you open a connection to the database that connection is assigned a SPID. When you have a query tab open in SQL Server Management Studio, the SPID is shown in parenthesis as part of the tab name.