Hey guys , me again, I got a few more questions. How do I connect the shards..

Well, you don't really "connect" them, but there's a lady somewhere in the game that worked for the weather institute in hoenn, and she can trade your shards for a tm: sunny day, hail, rain dance and sandstorm.
I hope I've helped you out,

Shadow Lugia

You cannot connect them. Somewhere in route 212, if you trade in 10 of the same shard to a person, she will give you a TM depending on the shard color that you give her.

Red: Sunny Day
Blue: Rain Dance
Yellow: Sandstorm
Green: Hail

You don't connect them you just get 10 of one colour and give it to someone near pastoria city! What you get in return is shit!



CHAOX
\/
/\

Ummm... You don't!? Once you have ten of each give them to the shard lady and she'll trade you a TM. Have you put them in your bag yet? Check this out:
Red Shard: Sunny Day
Blue Shard: Rain dance
Green Shard: Hail
Yellow Shard: Sandstorm

-Shadow Cresselia

You don't coonect them. They are like the shards in the first game. Bring them to the house just before the great marsh (west side) and swap 10 for a TM.

They're not used like that >.<

Once you find 10 of the same shards in the same color, you can give them to some girl in a house on Route 212 [the rainy part] and she'll give you a corresponding TM to that shard.

All in all, 10 Red shards give you TM Sunny Day.
10 Blue Shards give you TM Rain Dance.
10 Green Shards give you TM Hail.
10 Yellow Shards give you TM Sandstorm.

Overall a good question, but you are slightly on the wrong page. The shards themselves do nothing. But when you get ten of the same colour you get to go trade them for a tm. All the TM's you trade for are weather related ones ie rain dance, sunny day, hail, and sandstorm. Hence the 4 colours, blue, red, yellow and green. Sorry I can't remember what route you trade them in for the TM's at but I think I covered most of it.