I’m not sure what you mean by “connect”. The software runs on the hardware. Basically, there if a small bit of a program, called firmware, that is part of the electronics. When you power up, this hardware stuff says “look at address xxxx for a program, and run it”. Then the hardware electronics main job is to just follow the instructions that it finds. On a modern computer, of course, those instructions are incredible complicated and touch many parts of the hardware, but at its heart, that is all it is doing.
There are a bunch of systems in the hardware, of course, that do various things, such as watch the mouse action and report it to other parts.
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