Hello Monika,
pressing the Help button at the bottom left corner of the dialog would show you the relevant documentation.
If you follow the link for "Advanced Settings" and "technical connection information", you can see, what can be filled into that field to specify a connection. The interesting part in your case is the conn parameter, where you can follow the link "Connection String", which will bring you to chapter "5.3.1 Connection Strings" of the manual explaining all the magic, like
Simple Connections Strings
In its simplest form, a connection string contains an IP address and a port number. This information is sufficient for SAP GUI for the Java Environment to open a direct TCP connection to a destination, for example, an application server. IP address and port number are marked with the prefixes '/H/' and '/S/' (for service). Note that the port number for an SAP application server is by convention 3200 plus the two-digit SAP system number.
You should not need to know these details when an administrator has prepared the SAP Logon configuration for you providing access to system using system names and messages servers.
Best regards
Rolf-Martin