To connect two pieces of music, you can use Format Factory to merge them.

The steps are as follows:

1. Use Baidu search engine to search for "Format Factory", find the search results with the word "official" and click to download and install.

2. After the installation is complete, run Format Factory and switch to Advanced Options - Audio Merging.

3. Click Add File, open the file location, and select the audio files to be connected.

4. Open the audio merging window, click High Quality to set the audio settings, and then click OK.

5. After the settings are completed, click Start to run the task.

6. When the task is completed, click "Output Folder" to open the merged audio file.