Connects the link, if it has not already been connected.
Waits for the link to be connected.
void Connect();
Waits for the link to be connected for at most the specified number of milliseconds before throwing a MathLinkException.
void Connect(long);
There is a difference between opening a link (which is what the MathLinkFactory methods CreateMathLink and CreateKernelLink do) and connecting it, which verifies that it is alive and ready for data transfer.
All the methods that read from the link will connect it if necessary. The Connect method lets you deliberately control the point in the program where the connection occurs, without having to read anything.
IMathLink Interface | Wolfram.NETLink Namespace