In measurement systems with load cells, it is necessary to be able to measure very small variations in the resistance of the strain gauges (attached to the load cell itself). 
The Arduino ADC converter (10bits) offers us a resolution of 4.88mV, which falls short for this objective. the HX-711 is basically a high resolution (24 bit) ADC, giving us a resolution of 0.3uV. In addition, the analog stage of the HX-711 is specifically intended for direct connection to a Wheatstone bridge made up of gauges. 
In fact, it is much more than an ADC: it has a built-in high-gain, low-noise amplifier for easy measurement.
The connection of the HX711 to the load cells is very simple, just connect the 4 cables of the load cell like this:
Red wire (positive supply): to the E+ pin of the HX-711
Black wire (ground): to the E- pin of the HX-711
White wire (signal): to pin A+ of the HX-711
Green wire (signal): to pin A- of the HX-711
Connections B+ and B- on the HX-711 are for connecting a second load cell.
In the event of negative force (or weight) readings on final assembly, reverse the connection of the white and green wires.
As for the connection with the Arduino, it is made through the data (DT) and clock (SCK) lines, a type of serial port whose specifications are detailed in the HX-711 data sheet. The connections look like this:
HX-711 VCC pin: to 5V
HX-711 GND pin: to GND
HX-711 DT pin: to Arduino pin D2
HX-711 SCK pin: to Arduino pin D3