I like the book which I bought.
book是先行词（就是定语从句修饰的那个词）,which是关系代词（笼统的说也叫引导词,还有一类引导词是关系副词,比如when和where）.连接词不一定用于引导从句,比如and和but,当然I think that he will come,这句宾语从句中,that作为连接词,也起了一个引导从句的作用.