What part of speech connects words or groups of words?

Conjunction is used to connect words or group of words. For and, or, but, nor and yet are examples of conjunction. There are different types of conjunction but the co-coordinating conjunction is the most common one with it main functions as joining words, phrases and clauses.

A preposition is used to connect a noun or pronoun in an adverbial or adjectival phrase.

An adverb is a word that modifies or qualifies a verb or an adjective.

A pronoun is a part of speech that refers to another noun or noun phrase. An interjection is a word solely used to describe emotions.