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).
Lazy-connecting to database can save a lot of resources. There might be many pages where you don't need an actual database connection, hence its always recommended to use lazy-connecting (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');