To connect you first need to configure your session.
When configuring a session, most often you set a Protocol, Host name and User name.
Session is usually configured on a Login dialog.
Although you can configure a session manually every time you connect, more convenient is to store your frequently used session configurations into a site list.
Note that even when you have already logged in, you can still store the opened session.
System administrators can create site that cannot be modified nor deleted.
You can store a password as part of the site.
New session configurations (both in GUI and scripting) start with default configuration. Particularly with default SFTP protocol. The built-in defaults can be changed using Manage > Set Defaults command on Login dialog.