I'm a beginner on this topic—so please comment if anything is ambiguous, unclear, or wrong. In particular, I'm trying to figure out how to think of geodesics under arbitrary connections.
Background
Usually, when we talk about geodesics on a Riemannian manifold $(M, g)$, we mean geodesics with respect to the Levi-Civita connection.
We can also talk about a metric on connected $(M, g)$ induced by the metric $g$ given by $$ d(a,b) = \inf\left\{\int_\gamma g(\gamma'(t), \gamma'(t))\, dt : \gamma(0) = a, \gamma(1) = b\right\}. $$ In particular, if $(M,g)$ is geodesically complete, there exists a geodesic curve with respect to the Levi-Civita connection from $a$ to $b$ of length $d(a, b)$.
Question
What is the relationship between geodesics and the metric for an arbitrary connection $\nabla$?
In particular, does there exist a geodesic curve with respect to $\nabla$ from $a$ to $b$ of length $d(a,b)$?
What if $\nabla$ meets the first condition of a Levi-Civita connection, namely $\nabla g = 0$?