Long Gamma-Ray Bursts (lGRBs) and Stripped-Envelope Supernovae (SESNe) are among the brightest and most energetic explosions in the Universe. There are numerous direct and indirect shreds of evidence of connections between the lGRBs and SESNe. The era of investigation of connections of lGRBs with SESNe began after discovering the first direct temporal and spatial connection of the closest (at z = 0.00866) lGRB 980425 and broad lined SN 1998bw. To date, more than fifty lGRBs have been discovered with signatures of associated SNe and provide direct evidence of GRB-SNe connections. On the other hand, indirect evidence of GRB and SNe connection includes the similarity among their progenitors, powering mechanisms, and host environments. Similar to Type Ib/c SNe, GRB-SNe and superluminous SNe I (SLSNe I) progenitors could be narrowed down to massive stars but exhibit comparatively lower metallicity. In addition, most of the lGRBs and SLSNe I are thought to be powered by the central engine (magnetar or black hole); hence they are supposed to be associated with the progenitors with rotation. These pieces of evidence provide an indirect indication of lGRBs and SNe connections. The work presented in this thesis attempts to further our understanding of the GRB-SNe connection based on the study of different kinds of SESNe, including Type Ib, GRB-SNe, and SLSNe I.