you said there is nothing between them "but space"? Connect vertices only connects vertices that are part of the same polygon. If you are trying to make a new polygon by connecting two vertices, go into the polygon sub-object mode and use the create tool.
That would be the case i thought he meant that there is a polygon, but no intersecting egdes.If there is no polygon connect doesn´t work thats right.that is also the case for the cut tool.So you either have to bridge it or select the open boarder(Border sub-selection mode) and hit Cap. Or Like Ghostscape said you can use…