How do you connect wires using a heat shrink connector?

A heat shrink connector is a small tube of translucent plastic shrink wrap with a small collar of solder in the middle. That's what I think the question is about. What you do is butt joint the wires together then use a soldering iron to melt the small collar of solder,this is what attatches the wires together in a more permenant bond than shrinkwrap alone. Then use a heat gun or other flame (carefully) to shrink the wrap around the wires and insulation.

A proper heat shrink gun can melt solder inside the shrink without damaging it. 3M makes one. Tyco Electronics also makes one. Check out DigiKey and enter part # CWT9001-ND

They are used in aircraft regularly.

For the record, heat shrink is not plastic (I suppose it could be, but I've never seen it in 'plastic') for the most part it is polyolefin and comes in several types, shrink ratio of 2:1, 3:1, 4:1, 6:1.