To create a connection between the vertices of a Soft Body object there have to be forces that hold the vertices together. These forces are effective along the edges in a mesh, the connections between the vertices...
The Python integration into Blender is an evolving subject. Therefore, all we can give you here just a quick overview of the possibilities of Python in Blender.
The new API is closer to the data structure of Blender. It is strongly oriented on what you can visualize in the OopsWindow. There are classes for Scene, Object, Mesh, Curve etc., and functions to connect and create them.