"Connect to"  : often used with things and devices like computers.

Your computer is connected to the internet  .

or

The printer is connected to the computer's USB port  .

or contexts like these  .

But "connect with"  : often used with people  , someone connect with someone.

"Connect to": often used with things and devices like computers.

Your computer is connected to the internet.

or

The printer is connected to the computer's USB port.

or contexts like these.

But "connect with": often used with people, e.g. someone connects with someone.