Connect is procedure used to respond to opening the connection for the TIdConnectionIntercept instance. AConnection is the socket descriptor that generates the connection notification, and is stored in Connection. 

Connect triggers the TNotifyEvent event when the OnConnect event handler has been assigned to respond to the connection event. 

If a valid intercept exists in Intercept, its connection method is called. 

Connect is a virtual method in TIdConnectionIntercept, and can be re-implemented in descendant classes to provide additional connection handling appropriate to the transport or protocol. 

Use Disconnect to respond to closing the connection, and to notify the Intercept of the action.

TIdIntercept 

TIdConnectionIntercept.OnConnect 

TIdConnectionIntercept.Disconnect