Does "Connected" mean solder together?
It might be easier if you understand that schematics are simply a symbolic representation of the circuit, the components do not need to be placed in that particular physical layout to work, i.e. R2 doesn't have to be vertical and R3 doesn't have to be horizontal (though it is often easy to think of it as a close approximation to the layout). As for "connected", it could mean they are soldered together, either through wires, the leads of the components if using through hole, or are both connected to the same trace of a PCB at some point. It could also mean they belong to the same "node" on a breadboard, in which case there is no solder. 

So for example with TR2, the collector at some point in following the path (it could be wires, leads of components, traces on PCB, etc.) of the collector, it must be connected to one end of each C4, R3, and R4. The base must be connected to the other end of R3 and one end of C3 and the emitter is connected to ground.