I mean, do they use this term to name comics from all the world, or just those native, from China? Has something changed about naming with time? Does anyone still uses term 连漫画？ 谢谢！
Unlike English, Chinese does not identify the origin of the subject by using different loan words from their respective cultures. For example:
English: (American) comic, (Japanese) manga; Chinese: 美国漫画、日本漫画, and also 中国漫画、韩国漫画、俄国漫画、法国漫画、捷克漫画 ... '漫画' may refer the kind of drawn still image art from any country.
“连环画” is a kind of “漫画”, characterised by the style of small horizontal booklets, one picture per page, having comments underneath the picture, and not using text bubbles. (Just search for '连环画' with Google Images.)
English: (American) cartoon, (Japanese) anime; Chinese: 美国动画片、日本动画片, and also 中国动画片、韩国动画片、俄国动画片、法国动画片、捷克动画片 ... '动画（片）' may refer to this kind of animated art from any country.
English: astronaut, cosmonaut, taikonaut; Chinese: （美国）宇航员、苏联宇航员、中国宇航员……
English: submarine, U-boat; Chinese: 潜艇、德国潜艇
English uses 'martial art' to refer to martial art in general, and 'kung fu' for Chinese martial art; Chinese uses '武术' and '功夫' interchangeably. When emphasising the country of origin, Chinese people would say 中国武术、日本武术、泰国武术……
It's basically just Chinese comics that were produced in Mainland China, Hong Kong, and Taiwan. The term "manhua" had existed even before the Japanese term "manga" did. Nowadays manhua just means Chinese comic materials, plus most manhua have fully colored pages, so (other than country of origin) that's how it differs from the traditional black and white of Japanese Manga.