Part A: It connotes a desperate appeal.
Part B: "a prayer that he sends from his heart's deep core"
Explanation: Much like a prayer, a plea can be a deep and desperate call for help. An "urgent demand" would be similar in the sense that the caged bird is desperate, but one who cries for help is not in the position to be demanding, but praying.
Denotation is the literal meaning, or "dictionary definition," of a word. Denotation is defined in contrast to connotation, which is the array of emotions and ideas suggested by a word in addition to its dictionary definition.
Connotation and denotation are easily confused, and the fact that neither word is particularly common in everyday use makes it difficult for many people to get a firm grip on the difference between them. While each of these two words has several possible meanings, they are notably distinct from each other in all senses. Denotation is concerned with explicit meaning, and connotation tends to be concerned with implicit meaning.
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