As part of the User preferences, you can automatically connect over the internet to the MSN Instant Messaging Servers on startup, or you can connect manually using the Instant Messaging Status menu from the Navigation Panel, or from the Actions Menu action in the Contacts Activity.
To connect manually using the Instant Messaging Status menu, click on the Status button next to the "Offline" text below your nick name and to the right of your Avatar on the Navigation Panel to display the Instant Messaging Status menu.

Instant Messaging Status Menu
Select the Connect All Menu action to connect, and the Disconnect All Menu action to disconnect. Your current status, shown in orchidmedia as a status icon and text, tells the MSN Instant Messaging Servers whether you are connected or not.
You can also connect manually using the Actions | Connect... Menu action in the Contacts Activity:-

Contact Actions Menu options
There are several different ways you can connect to the instant messaging service. Here are the different states and their meaning:-
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Disconnected, not available to talk, not visible to contacts |
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Connected and available to talk |
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Connected, not available to talk, no invitations to talk |
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Connected, not available to talk, can receive invitations to talk when available |
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Connected, not available to talk, can receive invitations to talk when available |
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Connected, not available to talk, no invitations to talk |
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Connected, not available to talk, can receive invitations to talk when available |
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Connected, not visible to contacts |
Connected States
Further reading from Instant Messaging