Once you set your Primary Server Creo (and yes it will always be Pro/E in my mind) "remembers" the connection so each time you start Creo it will ask for a Windchill log in and connect.
You may need to access Tools > Server Manager on occasion if you've set to work offline. Sometimes you get network connectivity issues that will provide a dialog indicating that the Server is unavailable and ask if you want to work offline so you would need to de-select the work offline checkbox to reconnect.