Beacons send most of the time periodically advertising the same data. For setup, apps usually connect to them to set settings such as the advertising period, unique id and power level. The connection is performed using standard Bluetooth GATT.
Bluetooth LE devices connect to others via GATT. Devices such as fitness trackers and our social distancing beacons are regularly connected to, to download data. It’s also common to connect to sensor beacons to extract sensor data.
GATT is usually used via compiled code and it can be time consuming to test GATT devices and/or subsequently use the GATT interface in a flexible way. Should you need to do this, take a look at Bleak GATT client software capable of connecting to Bluetooth LE devices acting as GATT servers. It provides an asynchronous, cross-platform (Windows 10, Linux, Mac) Python API to connect and communicate with Bluetooth devices.