For example, if you are given the subset S = {a < arg(z-z_0) < b, with 0 < a < b < π} how do you show that it is path connected?
I know, that I need to show that there exists a path from one arbitrary point to another arbitrary point, say a path from z1 to z2, but I am not sure how to do it. Are there any special ways of how to go about this problem?
There are several „methods“ to show that a subset say $X\subseteq \Bbb R^2$ is path-connected. They do generalize to higher dimensions.
These are just some immediate approaches. I am sure way more sophisticated proofs of path-connectivity have been used somewhere. But you will come quite far with those I mentioned.