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Showing content from http://reference.wolfram.com/language/NETLink/ref/net/Wolfram.NETLink.MathKernel.Connect.html below:

MathKernel.Connect Method

Creates and connects the link, if it has not already been connected.

[Visual Basic]
Public Sub Connect()

[C#]

public

void

Connect();

Remarks

This will launch the kernel unless you have set the Link or LinkArguments properties.

This method is called automatically by Compute, but you can call it yourself if you want to force the kernel to launch before any computations are actually triggered.