MS search 3rd party connectors

Hello, 

We are trying to implement Microsoft search in our organization. And I am willing to know how this 3rd party connectors works with Microsoft 365 security? 

1) Will Microsoft provides security for 3rd party connectors? if so can someone provide me a article how 3rd party connectors work with M365.

2) (or else) Can anyone confirm me that we need to get the 3rd party connectors licenses (with security) to work with M365.