Connecting to the database – PB Docs 2017

Once you establish the connection parameters by assigning values
to the Transaction object properties, you can connect to the database
using the SQL CONNECT statement:

Because CONNECT is a SQL statement — not a PowerScript statement
— you need to terminate it with a semicolon.

If you are using a Transaction object other than SQLCA, you
must include the USING TransactionObject clause in the SQL
syntax: 

For example: