An object implements one or more interfaces to expose its functionality. The term connection points refers to a logically inverse mechanism that allows an object to expose its capability to call one or more specific interfaces.
Another perspective is that
QueryInterface allows a client to retrieve from an object a pointer to an interface that the object implements. Connection points allow a client to give an object a pointer to an interface that the client implements. In the first case, the client uses the retrieved interface pointer to call methods provided by the object. In the second case, the object uses the provided interface pointer to call methods provided by the client.
A slightly ...