741 Op. Amp.: Inverting input connected to output (pin 2 connected to pin 6). What does it mean?
The circuit you have posted is a simple non-inverting buffer.

An opamp provides as output the difference between the two inputs. 

An opamp with only one input connected won't do anything reasonable.  The unconnected input will "float."  It will take on some voltage, and it can vary randomly (or stick to one of the power rails.)  So your output (as the difference of the two inputs) will be unpredictable.

You have yours connected as a buffer.  In this usage, the output follows the voltage on the non-inverting input.

You use this kind of thing to prevent your measuring device from changing the voltage you are trying to measure.

Consider your myDAQ as a load on the resistive voltage divider formed around the LDR.

Adding a resistor in parallel to any part of a voltage divider changes the ratio.

If the input resistance (impedance really) of the myDAQ is too low, then merely connecting it to the LDR would change the voltage.

The 741 has a higher input impedance than the myDAQ.  

Not extremely high like more modern opamps, but high enough that it doesn't noticeably change the voltage from the LDR voltage divider.

So, yes, you need that connection from the output to the inverting input.  

That's the difference between a buffer and a garbage generator.