feat: create connectHost function to input Host header

[allgandalf]

Description

I have created a new Connect function in order to accept a header parameter for GitHub Actions.

Motivation and Context

This can be used in places where we have to define the Host as with GitHub actions we have to define a header for every cURL request we make.

Review Time Estimate

• Immediately
• Within one week
• When possible

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have added tests to cover my changes.
• All new and existing tests passed.

Closes #19