Newbie connection issue: I'm connected -- wait, no I'm not!?

Just getting started with Neo4j Desktop, trying to load some data...

After executing ":server connect" I get " You are connected as user neo4j to bolt://localhost:7687
Connection credentials are stored in your web browser."

Then, I tried loading some data using 'WITH "https://github.com/neo4j-graph-analytics/book/raw/master/data" AS base
WITH base + "transport-nodes.csv" AS uri
LOAD CSV WITH HEADERS FROM uri AS row
MERGE (place:Place {id:row.id})
SET place.latitude = toFloat(row.latitude),
place.longitude = toFloat(row.latitude),
place.population = toInteger(row.population)'

and I got "BoltConnectionError: No connection found, did you connect to Neo4j?"

I've used a lot of database technologies, and when the message says you're connected it normally means you're connected. What have I missed, here?

I found the answer: I should have created and started a graph before trying to load data!