How can connect a group of note like this
If you mean you want all those 32nd notes to be in a single beam, you can beam them together, but Dorico is splitting them up deliberately in order to show the beat boundaries (i.e. each quarter note beat in the 4/4 bar is immediately obvious) so if you force them into a single beam, it might be harder for someone to sightread.
You can also look in Write > Notation Options > Beam Grouping to see what default settings are available.