It's not terrible and I can't say it's wrong. The only complaint I would have is the phrase sounds a bit too demanding, which is why I've never heard anyone say this. I would just say "can I connect to your wifi?" Or "could you connect me to your wifi?"

Great. All of us learn through our mistakes. You are really brave! Good Luck! Please connect me to your Wi-Fi network.

Yes. You could say this to ask somebody to help you connect a device to wifi.