The JavaDoc suggest that the usual way would be to call
// Create a connection to the igniterealtime.org XMPP server. XMPPConnection con = new XMPPTCPConnection("igniterealtime.org"); // Connect to the server con.connect();
However, the connect() method is not in the interface. (also disconnect() and login(..), which are mentioned).
Should be simple to pull them up from AbstractXMPPConnection.