What's the use of the entry: Session > Database Session and SQL MGT addon?

Hi,

I'm currently evaluating RDM for our company and I'm currently adding some (test) entries. I have this Azure Database which I want to manage from RDM. To be clear: I'm not talking about adding a SQL server as datasource, I just want to manage a Azure DB from RDM. So I made a new entry in the section Session and as type Database Session along with the connection string. Whenever I double click this new entry, nothing happens. I was hoping that it would maybe launch my system installed Sql Management Studio or something but that doesn't seem to be the case. My question: what does the Session > Database Session entry do and in which scenario's is it used?
Note: I have read the link below but that seems a lot of work and is possibly insecure since the credentials are available in a prompt through a variable. (https://blog.devolutions.net/2018/01/create-ssms-shortcuts-with-remote-desktop-manager)

Another question: I saw RDM having a Sql Management Studio addon. What's the use of this addon or in what scenario's is this used? Because the only use I could find so far is the ability to click and start it from the RDM toolbar which is nothing different that starting it myself from my Windows quick launch bar. Are there any dynamic uses/integrations possible in RDM?