If you do not have any contacts on LinkedIn yet, you cannot connect with contacts in the search lists either.
This is because you can only connect with 2nd- and 3rd-degree contacts.
Since you do not have any contacts, you do not know anyone through 2nd- or 3rd-degree connections either. That is why you first need to connect manually with a few contacts (us, friends, colleagues, VIPs in the industry).
