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.
It depends of what you want to achieve. Redux store is global for all your application while context is only available from the component in which you created it to all the components in its subtree.