By default, Freshpaint assigns every user a randomly generated id and stores that in a cookie. This id is called either the user's anonymous id or device id. You can also use the Freshpaint identify functionality add your own id to a user.
After you assign an id to a user, Freshpaint and all downstream destinations will use that identifier to tie events performed by that user together, even if those events were performed on different devices.
See our docs on setting up identify for more information.