The connector is only required for when you are doing Autopilot with Hybrid Azure AD Join (Azure AD Join is recommended) to create the computer objects in Active Directory. You also need to make sure that Hybrid Azure AD is configured (this is independent of Intune/Autopilot)
You can have multiple connectors in domains. See https://learn.microsoft.com/en-us/mem/autopilot/windows-autopilot-hybrid#install-the-intune-connector "If your organization has multiple domains and you install multiple Intune Connectors, you must use a service account that's able to create computer objects in all domains, even if you plan to implement hybrid Azure AD join only for a specific domain. If these are untrusted domains, you must uninstall the connectors from domains in which you don't want to use Windows Autopilot. Otherwise, with multiple connectors across multiple domains, all connectors must be able to create computer objects in all domains."
You create a device configuration domain join policy that specifies the domain and OU. That is how the device knows the domain.