Direct Connect refers to when wanting to access directly into an airline's availability when you are not using their system. If you want me to get technical, here it is..
In native WorldSpan if I wanted to look at availability on American from DFW to MIA on Sep 9, I would enter A9SEPDFWMIA6A-AA and then hit enter. This is what would be returned:
09SEP-FR-6A DFWMIA CT ET AC1 END
DFW ALTERNATE DAL
1*O#AA 530 F7 A7 Y7 B7 H7 M7 L7 W7 DFWMIA- 600A 937A 8 757 0E
2*O#AA1878 F7 A7 Y7 B7 H7 M7 L7 W7 DFWMIA- 700A1041A 8 757 0E
3*O#AA 652 F7 A7 Y7 B7 H7 M7 L7 W7 DFWMIA- 905A1244P 8 738 0E
4*O#AA1614 F7 A5 Y7 B7 H7 M7 L7 W7 DFWMIA-1115A 257P 3 738 0E
5*O#AA1200 F7 A6 Y7 B7 H7 M7 L7 W7 DFWMIA-1245P 430P 6 757 0E
6*O#AA1024 F7 A3 Y7 B7 H7 M7 L7 W7 DFWMIA- 324P 708P 5 738 0E
7*O#AA 905 F7 A0 Y7 B7 H7 M7 L7 W7 DFWMIA- 532P 916P 6 777 0E
8*O#AA1052 F7 A7 Y7 B7 H7 M7 L7 W7 DFWMIA- 642P1024P 4 738 0E


Now, if I want to go directly into AA's system and look at it using Direct Connect, I would have to enter @AA@A9SEPDFWMIA6A and then hit enter. This is the response:
*** AMERICAN AIRLINES ***
09SEP FRI DFW/CDT MIA/EDT$1
09SEP-FR DFW MIA ** **
11 AA 530 F4 A7 Y7 B7 H7 M7 L7 W7 DFWMIA 600A 937A 757 0
V7 G7 K7 S7 N7 Q7 O7
12 AA1878 F4 A7 Y7 B7 H7 M7 L7 W7 DFWMIA 700A1041A 757 0
V7 G7 K7 S7 N7 Q7 O7
13 AA 652 F4 A7 Y7 B7 H7 M7 L7 W7 DFWMIA 905A1244P 738 0
V7 G7 K7 S7 N7 Q7 O1
14 AA1614 F4 A5 Y7 B7 H7 M7 L7 W7 DFWMIA 1115A 257P 738 0
V7 G7 K7 S7 N6 Q1 O0

Notice a slight variation in certain availabilities. So, Direct Connect using native WorldSpan allows someone to see exact number of seats for each class of service including last seat availability.