Difference between using cursor and using normal paid model

Im currently using a pro plan on claude but i noticed cursor allow u to let it show ur code in it to ask claude or other model to help you with coding, i think this is neat and my original expression was im going to install cursor and link it to my claude somehow and then continue from there but that isnt the case, cursor got their own pricing which give me other option, that allow me to plug into other model with pro plan like sonnet or 4o. So i guess my question is

  1. can i connect like i mentioned earlier or do i have to buy the pro plan
  2. if i do, do i even need the claude/gpt model that i get from their website anymore? since i dont want to pay twice

thank you in advance

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