The connect function has been removed in TGUI 0.9-dev.
There are no tutorials for this version yet, the only indication that the connection function was removed is in the changelog:
- Rewrote signal system again, b->connect("Pressed",...) is now b->onPress(...)
So you have to use those onXxx members now.
If you are in a situation where you only have the string that you want to connect (e.g. the "pressed" string was read from a text file) and you need to connect dynamically and can't use those onXxx members then you can use widget->getSignal(signalName).connect(...).