The connection is they were where Winchesters were made – at least as named by the employees who worked at Winchester back in the day.

This comes from George Madis’, “The Winchester Era” book.  We know he had interviewed many old employees who worked at the Winchester plant:  “The people at Winchester enjoyed giving various areas unusual names”:

“Klondike” – “A large warehouse north of the main buildings used to store wood, steel and other supplies… unheated and very cold in the winter.”

“Hell” – “The heat treating and forging shops”

“Old Folks Home” – The executive office building… since there was little work accomplished and most people just sat around and talked.”