Most of the URLs you use with curl have a hostname and involve communication over IP. 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 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…