How to know whether device is connected

In the default state, only by the last check-in time value. Jamf Pro isn't like ARD where it can show you a green icon or dot or some other visual indication of the machine being alive on the network. It's because the 2 products fundamentally work in different ways. Jamf is Device > Server oriented, and ARD is Server > Device.

in this day of age, JAMF is lacking..