A connecting rod, or conrod, is a rod that literally connects one mechanical part to another in certain locomotives.
In steam locomotives, the connecting-rods are used to transfer power from the pistons to the coupling-rods; therefore transferring the power to the wheels.
Diesel locomotives use connecting-rods in their internal-combustion engines. The connecting-rod is used to connect the piston to the crank-shaft. The connecting-rod is attached to the piston via the gudgeon pin, and is attached to the crank-shaft via its 'big-end' (a metal ring made in two halves).
Some, older (pre-1955), electric locomotives have connecting-rods between their traction-motors and coupling-rods.