This is a simple demo application that showcases how one might integrate MX's connect widget within your web app. You can use this and the docs together.
Clone the project and serve up index.html with whatever server you like.
Ruby one liner:
ruby -rwebrick -e 'WEBrick::HTTPServer.new(:Port => 8000, :DocumentRoot => Dir.pwd).start'Navigate to localhost:8000/atrium.html
Next you need a connect widget URL. Documentation to get that is here. Once you have a URL, enter it in the input field and hit the Open Connect button.