Question: So, I'm beginner in React world. And I don't understand: does it make sense to use `context` in react-redux app? Or it'll be better to use `connect` function ?

Answer: 
You can use context in a react-redux application. For eg., You might want your theme to be in context.

Use Redux, when the data changes frequently and have to pass on to a lot of components (children/siblings). eg. Multi-step forms.

Use State, when you have frequent data changes and the data need not passed to a lot of components or doesn't need for deeply nested children. eg. Forms, UI states.

Use Context, when data needs to be shared in deeply nested children but the data update in infrequent. Login information, preferred language, theme etc.

Hope this makes sense.
First of all figure out your need of application, if you want to develop a small web app then you can develop it without using Redux and context API, if you are going for large application then you could think of using any one of them, both are used to manage the state of your application or component. Redux is a third party library and context API is built by Facebook only.