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.
In scripting session is configured using session URL and some additional switches of
open command. On command-line you can also use session URL and some additional switches.
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.
To store session configuration use Save button on the Login dialog. The Save session as Site dialog will appear.
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.
Default Session Configuration
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.
Change of the defaults do not affect the already stored sites. You can mass-modify stored sites from command-line.