Using connectors to connect stuff implies that you have multiple PCB’s and want to connect them either with PCB to PCB connectors or with cables, but it would be a multi PCB project anyway.
As far as I know the “official” KiCad PCB is one PCB for one project.
Some time ago I did an experiment by linking multiple one-pcb project together in a hierarchical “master” project, and it seemed to work quite well.
The link (with downloadable project files) is here:
A more recent discussion about this is here:
It is a bit of work to set up such a project but I think the Idea is quite good, and I’ve seen somewhere between 5 and 10 requests for multi-pcb projects pass by on this forum. I’m sort of curious if this Idea could get some “official” support in KiCad. With some minor tweaks to KiCad’s Project Manager you could start with the “Master Project” and then create sub projects, and maybe use another color as the hierarchical sheet for such sub projects.