[SPARK-40483][CONNECT][INFRA] Add `CONNECT` label
[SPARK-40483][CONNECT][INFRA] Add `CONNECT` label

### What changes were proposed in this pull request?

This PR proposes to add `CONNECT` component to our labeler so the PRs related to Spark Connect project have this label.

### Why are the changes needed?

To make the PRs easier to track and search.

### Does this PR introduce _any_ user-facing change?

No, dev-only.

### How was this patch tested?

Will monitor other PRs once this gets merged. The notation is consistent with others.

Closes #37925 from HyukjinKwon/SPARK-40483.

Authored-by: Hyukjin Kwon <2680965ad5aae29275c8fb10150cb10f5554e78b@apache.org>
Signed-off-by: Hyukjin Kwon <2680965ad5aae29275c8fb10150cb10f5554e78b@apache.org>

vinodkc/spark,ueshin/apache-spark,HyukjinKwon/spark,apache/spark,zzcclp/spark,mahak/spark,dongjoon-hyun/spark,dongjoon-hyun/spark,dongjoon-hyun/spark,hvanhovell/spark,wangyum/spark,shaneknapp/spark,vinodkc/spark,srowen/spark,zzcclp/spark,srowen/spark,srowen/spark,witgo/spark,vinodkc/spark,holdenk/spark,vinodkc/spark,wangyum/spark,dongjoon-hyun/spark,witgo/spark,mahak/spark,hvanhovell/spark,HyukjinKwon/spark,shaneknapp/spark,apache/spark,mahak/spark,witgo/spark,witgo/spark,zzcclp/spark,ueshin/apache-spark,hvanhovell/spark,zzcclp/spark,witgo/spark,zzcclp/spark,hvanhovell/spark,wangyum/spark,HyukjinKwon/spark,hvanhovell/spark,dongjoon-hyun/spark,shaneknapp/spark,mahak/spark,ueshin/apache-spark,mahak/spark,mahak/spark,holdenk/spark,ueshin/apache-spark,witgo/spark,vinodkc/spark,holdenk/spark,HyukjinKwon/spark,apache/spark,vinodkc/spark,apache/spark,shaneknapp/spark,holdenk/spark,zzcclp/spark,ueshin/apache-spark,srowen/spark,vinodkc/spark,wangyum/spark,holdenk/spark,witgo/spark,shaneknapp/spark,wangyum/spark,HyukjinKwon/spark,dongjoon-hyun/spark,wangyum/spark,dongjoon-hyun/spark,ueshin/apache-spark,srowen/spark,shaneknapp/spark,shaneknapp/spark,holdenk/spark,srowen/spark,apache/spark,srowen/spark,HyukjinKwon/spark,holdenk/spark,hvanhovell/spark,apache/spark,wangyum/spark,mahak/spark,apache/spark,HyukjinKwon/spark,zzcclp/spark,ueshin/apache-spark,hvanhovell/spark