SAP Net Connector uses a connection pool. So you usually don't connect or disconnect yourself, the NCo library does that for you. As soon as you actually need a connection it will be established. To simply test your code you could for instance try creating an IRfcFunction instance:
...
rfcDest = RfcDestinationManager.GetDestination("Dev");
IRfcFunction fnc = rfcDest.Repository.CreateFunction("RFCPING");
...
that should trigger the connection. But in general you don't need to open the connection before communicating with the SAP system, you just need to be prepared for the possibility that the connection can't be established (wrong parameters, system is down etc.).