At New York LaGuardia airport, as at every airport in the United States, passengers arriving on an international flight must clear immigration (CBP) and customs, collect their checked bags and re-check them, and go through TSA security again before their connecting flight, even when both flights are on the same ticket.
The airport has 3 terminals or concourses (Terminal A, Terminal B, Terminal C). They are not connected after security: changing means going through security again.
Connecting passengers go through a transfer security screening.