Connecting to a server basically depends on the protocol that you are using and the way your client has been programmed. When you use TCP protocol, a connection needs to be established (of course!)
Assuming that your client program requires only one file at a time, then for every file that you need, you will need to establish a new connection
to the file server.
But if you want to stay connected to the file server to accept more than one file, then you need to program your client accordingly. Its just like how server programs are programmed to always listen
for clients using for(::)
or while(1)
type looping statements.