Why do you need to do this?
What are you trying to send/get to/from SAP and for what purposes?
Connect:Direct is only appropriate for OS interaction say a Unix
Connect: Direct is a file transfer solution that provides transparent and secure file transfer with audit history for the files transferred.
I have heard of Connect:Direct being invoked by SAP programming but this is done within SAP with ABAP program code.
Most interraction with SAP is achieved through proprietary SAP RFC connections.