This feature allows you to assign lifetime sales of a customer to an affiliate so that all future orders made by the connected customer will get the affiliate the commission whether the customer uses affiliate link/coupon or not.
To connect a customer to an affiliate, go to Affiliates & Coupons tab, choose the affiliate you want to connect customer and click Connect customer, then you just need to search for an existing customer or add a new customer.
After entering the customer, click Connect to assign that customer to the chosen affiliate. One customer can be assigned to only one affiliate.
In the future, no matter if that customer doesn't use affiliate link/coupon or use someone else's affiliate/coupon, commissions for referral orders of that customer will still be counted to the assigned affiliate.