Hi,
It's two different things.
Relevant for your question, you can think of it this way:
When you use MCC for your keyboard controller, then you give a control - knob or whatever - the midi cc, it will send messages out on, when the current loaded map is used.
When you assign in S1, then you tell which parameter in s1 that will recieve messages from the midi cc one of the above control is sending out on.
I also can recommend that you study about midi cc and look at a midi chart. It can be a good idea to use certain midi cc numbers for certain tasks. For S1 linking perhaps use the "free" numbers. But that depend. You'll find out what's best for you, as you learn how things and you work.
Here is a link for a generel midi chart:
https://www.midi.org/forms/midi_chart-v2.pdf - The midi chart it self is in the end of the document.
Hope this helps for a start.
Best regards