There are many contributions in connection theory of FINSLER geometry, related to their applications in electrical engineering, control theory, relativity, biology, ecology, crystals, Metallurgy, Astronomy and recently Growth of cancer cells and Geology.In this paper, first a scope of applications of FINSLER geometry in science and engineering. In given then followed by its methoddogy study. In the last part of this work which is an original contribution in connection theory of FINSLER connection, we introduce a new FINSLER connection which contains some of the well-known connections as a special case.