Add connection popover issues and improvements

Testing Connections with the devel flatpak, there's a bunch of small UX issues with the add connection popover:

The button says "connect", but when I press it, it adds the connection as opposed to actually connecting (I think that it should probably connect)
The validation on the address is almost non-existent. Like, I can enter an address that is just "rdp://".
When the popover opens, there's no visible label for the text field, owing to the fact that the hint isn't displayed while the field is focused.
The learn more link looks and reads a bit oddly, and doesn't really do what it says it does (it takes you to a generic page of help about the app, as opposed to documentation specifically about the remote address).