Lazy-connecting to database is handled via Doctrine_Db wrapper. When using Doctrine_Db instead of PDO / Doctrine_Adapter, lazy-connecting to database is being performed (that means Doctrine will only connect to database when needed). 

This feature can be very useful when using for example page caching, hence not actually needing a database connection on every request. Remember connecting to database is an expensive operation.

<code type="php">
// we may use PDO / PEAR like DSN
// here we use PEAR like DSN
$dbh = new Doctrine_Db('mysql://username:password@localhost/test');
// !! no actual database connection yet !!

// initalize a new Doctrine_Connection
$conn = Doctrine_Manager::connection($dbh);
// !! no actual database connection yet !!

// connects database and performs a query
$conn->query('FROM User u');
</code>  
