As far as I know wallet explorer only works if you connect your address. For example, you have two different inputs on two addresses. You have sent them into one address. This way, both addresses have been connected and wallet explorer can give that information. On the other hand, if you do mot connect the addresses, wallet explorer will not recognise them. Tell me if I am correct or wrong.
No. You can copy & paste an address that already have transaction history into the site, Enter and get wallet id. From the result page, you will have that address' wallet ID and wallet IDs of addresses which received money from the wallet. So if you want to connect two addresses, you you check wallet IDs to see overlaps between them.
Maybe I don't know about the feature you mention or maybe it does not exist.