The denotation of a word is its dictionary meaning while the connotation of a word includes the emotional effects the word has and the secondary nuances that are conveyed by the use of that word. This can be very important in the criminal justice system with regard to things like writing reports or giving testimony.
For example, people writing reports might use the words "stated," "related," or "indicated" as synonyms for "said." They all have relatively similar denotations and are therefore used interchangeably by many people. However, they come with different connotations in the sense that they convey different levels of confidence and certainty. A report that says that a suspect "indicated" that they wanted to engage in some illegal action feels much less certain than one that says the suspect "stated" such a desire.
Since people in the criminal justice field often have to give written or oral testimony in cases that are extremely significant to those involved, it is important for them to be clear about the connotations of the words they are using.