Initiates a connection to a database using the specified connection parameters.
Call Connect to initiate a connection to the database.
The database to which the connection is established, is specified by TEntityConnection.ProviderName and TEntityConnection.DialectName properties.
Calling Connect generates a TEntityConnection.BeforeConnect event, establishes the connection, sets the TEntityConnection.Connected property to True, and generates an TEntityConnection.AfterConnect event. In addition, when calling Connect TEntityConnection may display a login dialog, depending on the value of TEntityConnection.LoginPrompt.