Begins asynchronously connecting to this's remote address.
The socket will call
callback when it succeeds or fails (but not before returning from this function).
cancellable is non-%NULL, it can be used to cancel the connection.
callback will still be invoked in this case,
with a status of CANCELLED.
a client Socket (which must not already be connected)
a Cancellable, or
callback to call after connecting
data to pass to