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).
If 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.
| this |
a client Socket (which must not already be connected) |
| cancellable |
a Cancellable, or |
| callback |
callback to call after connecting |
| user_data |
data to pass to |