When Choregrapheis open, click on the green icon (on the top menu) :

The following windows pops up :

From here, you can either connect to your NAO by double clicking it in the list (if its name is displayed), or you can manually enter the IP address in the field "Use fixed IP/hostname" and then click on "Select".

You can only connect one Choregraphe session to a NAO.
Before connecting a different Choregraphe session (from another computer), you have to disconnect Choregraphe on your first computer by using this the red icon :
Once disconned, you can connect Choregraphe from another computer.