GFCI outlets have Line and Load terminal pairs (hot/neutral). Connect the Line terminals to the source power, and the Load terminals to any additional downstream receptacles/devices you want to protect.
A ground fault on the GFCI outlet itself or any of the outlets connected to the Load terminals will trigger the GFCI outlet to trip, disconnecting its own outlets as well as anything connected to the Load terminals.
It should be obvious at this point, but if you connect additional outlets in parallel using the Line terminals, they will not be protected from a ground fault.
EDIT - This page has some diagrams that should clear this up - https://www.do-it-yourself-help.com/gfci-outlet-wiring-diagrams.html
A ground fault on the GFCI outlet itself or any of the outlets connected to the Load terminals will trigger the GFCI outlet to trip, disconnecting its own outlets as well as anything connected to the Load terminals.
It should be obvious at this point, but if you connect additional outlets in parallel using the Line terminals, they will not be protected from a ground fault.
EDIT - This page has some diagrams that should clear this up - https://www.do-it-yourself-help.com/gfci-outlet-wiring-diagrams.html
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