Do the teachings explain how everything in existence is connected? I'm trying to understand the concept of oneness.

Yes, Chapter 37 delves into the principle of oneness that connects all of existence. It explains that the same divine principle pervades everything, from the creator Brahma down to the smallest blade of grass, encompassing all moving and non-moving things. This principle is the same here on Earth as it is in the hereafter. However, due to ignorance, a deluded soul might see this reality as separate from themselves. The text explicitly states that one who believes "Parabrahman is different from me; I am not that" is subject to the cycle of birth and death. The ultimate goal is to realize the science of the oneness of Brahman and the Self.