A certificate of authority (CA) is a trusted entity that guarantees the identity of the certificate and its creator. When a certificate is signed by a trusted CA, users no longer receive messages asking them to verify the certificate.
If you deploy connector with the self-signed SSL certificate, the root CA certificate must be available as a trusted CA for any client who accesses the connector. The clients can include end user machines, load balancers, proxies, and so on. You can download the root CA from https://myconnector.domain.com/horizon_workspace_rootca.pem.