By default Connected Field looks up value from a list in the current site. This is only possible option of the built-in lookup field. Connected Field also allows you to specify any site in the current site collection and select any list from those sites as the source for the lookup.

The site collection site structure is shown exactly as the current user would see it, without hidden or restricted sites. Depending on the depth of each site, its name is prepended with one or more dashes.