I can screen share but not "connect" -
Enable file share and make note of the address displayed.

To connect in file sharing follow this instructions.

If your "connect" applies to control the other computer then enable the Remote Management.

Set the allowed user (or all)

Make a note of the "address" provided.

Start the Remote Desktop Connection app.

Enter the other computers information previously noted (on that computers remote settings). 

It is something like the "Other users can manage your computer using the address 10.5.50.86"