Before you connect(), you must create the socket(), and fill out the sockaddr_in struct. I suggest checking out Beej's Network Programming Tutorial, read it carefully and run the example code, and then check out and search the Networking/Device Communication section of the boards for relevent threads, search the internet, whatever.
Won't do anything by itself. It is a function prototype specifying the parameters it takes. A call to the connect function in your code might look like: connect(Socket, (struct sockaddr*)&hostAddr, sizeof(struct sockaddr)), where Socket is the int returned from the socket() function, and hostAddr is the filled out sockaddr_in struct.
int connect(int sockfd, const struct sockaddr serv addr, socklen_t addrlen);