Connecting the Bellabeat app to Apple Health or Google Fit app will allow you to have the steps your Time collects displayed in these apps. It will also allow the Bellabeat app to read the steps that your phone tracks automatically and allow for your watch to become more accurate with time.
You can connect the Bellabeat app to Apple Health or Google Fit when first pairing your Time or you can do it inside the Bellabeat app later by pressing the Gear icon in the upper right corner > Integrations and turning the integrations on.