Most of the protocols you use with curl speak TCP. With TCP, a client such as curl must first figure out the IP address(es) of the host you want to communicate with, then connect to it. "Connecting to it" means performing a TCP protocol handshake.
For ordinary command line usage, operating on a URL, these are details which are taken care of under the hood, and which you can mostly ignore. But at times you might find yourself wanting to tweak the specifics…