In the erratum of their paper: “Categories of continuous functors, I”, (Journal of Pure and Appplied Algebra 2 (1972) 169–191), the authors, P.J. Freyd and G.M. Kelly, define the continuity of a functor $T: \mathcal{C} \to \mathcal{A}$ relative to a “cylinder” $\alpha$ as follows:
First, they define a “cylinder” as the 4-uple made of $(J, P, Q, \alpha)$ where $J \colon \mathcal{K} \to \mathcal{L}$, $P \colon \mathcal{L} \to \mathcal{C}$ and $Q \colon \mathcal{K} \to \mathcal{C}$ are functors, and $\alpha \colon PJ \xrightarrow{\cdot} Q \colon \mathcal{K} \to \mathcal{C}$ is a natural transformation. (They refer to the cylinder $(J, P, Q, \alpha)$ writing it simply as $\alpha$).
Then, they define: $T$ is continuous relative to the cylinder $\alpha$ if and only if the composite $$ \lim\,TP \to \lim\, TPJ \to \lim\, TQ \tag{1} $$ is an isomorphism, “the first map being the canonical one and the second being $\lim\, T$”.
My question is:
What exactly are those morphisms appearing in equation (1)?
For example, for the functor $T \colon \mathcal{C} \to \mathcal{A}$ the standard definition for the limit of $T$ is a pair $(\overline {\lim\,T}, \overline{T})$ where $\overline{\lim\,T} \in \mathrm{Obj}_{\mathcal{A}}$, and $\overline{T} \colon (\overline{\lim\,T})_{\mathcal{C}} \xrightarrow{\cdot} T \colon \mathcal{C} \to \mathcal{A}$.
Then, in what sense is the second morphism in eq. (1), $\lim\, TPJ \to \lim\, TQ$, related to the limit of $T$, understood here as being the natural transformation $\overline{T}$?
And what is the “canonical map” $\lim\,TP \to \lim\, TPJ$?
Whenever you have a diagram $X\colon\mathcal{I}\rightarrow\mathcal{C}$ and a morphism $T\colon\mathcal{J}\rightarrow\mathcal{I}$, there is a canonical morphism $\lim X\rightarrow\lim XT$. This, by the universal property, corresponds to giving compatible morphisms $\lim X\rightarrow XT(j)$ for each object $j\in\mathcal{J}$ and the canonical choice is taking the canonical projections. The first morphism is a special case of this.
Whenever you have diagrams $X,Y\colon\mathcal{I}\rightarrow\mathcal{C}$ and a natural transformation $\alpha\colon X\Rightarrow Y$, there is a canonical morphism $\lim\alpha\colon\lim X\rightarrow\lim Y$. This, by the universal property, corresponds to giving compatible morphisms $\lim X\rightarrow Y(i)$ for each object $i\in\mathcal{I}$ and the canonical choice is taking the composition $\lim X\rightarrow X(i)\rightarrow Y(i)$ of the canonical projection and $\alpha(i)$. The second morphism is a special case of this.