Creation parameters:
Connects to a server using the specified address.
If wait is TRUE, Connect will wait until the connection completes. Warning: This will block the GUI.
If wait is FALSE, Connect will try to establish the connection and return immediately, without blocking the GUI. When used this way, even if Connect returns FALSE, the connection request can be completed later. To detect this, use WaitOnConnect, or catch wxSOCKET_CONNECTION events (for successful establishment) and wxSOCKET_LOST events (for connection failure).