There has been a lot of coverage on the blogs of the Online Connect feature in Dynamics GP 2010, now you get coverage from the source at Inside Microsoft Dynamics GP in the post: Microsoft Dynamics Online Connect.
Dynamics GP 2010: Microsoft Dynamics Online Connect
Off-Topic & MiscellaneousGP 2010
Archived post from 2010. Dynamics GP and the links it points to have changed since; check current documentation before relying on version-specific steps.