To immigrate through Manitoba pnp you do need a connection to the province through previous work, study, a close friend or relative or invitation to apply through a strategic recruitment initiative/exploratory visit.
I have no connection to Manitoba, I applied through the Morden Community Initiative and was invited for an exploratory visit.
An exploratory visit to a community you are hoping to live in is a great idea. This allows you to properly explore the area and make sure it's right for you. First step if you are interested in this route is to check your eligibility at
www.mordenimmigration.com you can also apply to this initiative online.
Alternatively you could think of studying or getting a job offer/work experience that will then give you a connection to the province. I'm not sure how difficult getting a job offer would be I guess it depends on your area of expertise.
There are other communities in Canada that will help and offer you support to immigrate in Manitoba the two communities are Altona
www.seedrpga.com and Brandon
www.economicdevelopmentbrandon.com
These communities advertise job vacancies via their websites so if a job opportunity that suits you comes up you can apply that way.
For most immigration programs eligibility includes the need of an Educational Credential Assessment to prove that you have a qualification of some level.
I would definitely recommend taking a look at the Morden website if you are interested in moving to a rural area. Myself and my family thoroughly enjoyed our exploratory visit and found the town had everything we need in a place to live and everyone was really welcoming.
If I can be of any further help please let me know. It's probably worth looking at other threads on these forums as theres probably a lot more information on programs I don't know about.