Right now there is no persistent connection until a proper connection stack is built out. Usually you would use RAS to establish a connection but the actual dial out functionality doesn’t exist on the IoT Core. You can establish a connection sending AT commands but handling traffic is a bit more difficult doing that.
Ideally once its further along you would just call the connect() function but right now that doesnt really do anything. As it is currently designed the connection would be torn down when the program exits which I think is the better practice in the long run.
I was going to do more of this while I was on vacation but I left my nova on the plane so that didn’t end up happening