Hopefully, the people from Celestron were kind enough to give me detailed information on WiFi module.
If Direct connection method is used, the default IP address is "1.2.3.4" and port no is "2000".
So having this information, how can I change the connection method in INDI Python program.

I followed the second example in PyIndi , while setting the variable monitored to "Celestron GPS".
The code runs and shows some properties which I assume are the default properties.

Then, there is this part:

# if the monitored device is not connected, we do connect it
if not(dmonitor.isConnected()):
    # Property vectors are mapped to iterable Python objects
    # Hence we can access each element of the vector using Python indexing
    # each element of the "CONNECTION" vector is a ISwitch
    cmonitor[0].s=PyIndi.ISS_ON  # the "CONNECT" switch
    cmonitor[1].s=PyIndi.ISS_OFF # the "DISCONNECT" switch
    indiclient.sendNewSwitch(cmonitor) # send this new value to the device