What is the connection between dorian gray and his picture?

Yes! Oscar Wilde, the author of The Picture of Dorian Gray, was suspected of being gay for Lord Alfred Douglas, and Dorian was used as evidence against him in court. The book is often treated as a semi-autobiography for Oscar, because Oscar is very similar to Dorian Gray, and Douglas is very similar to Henry. Since homosexuality was very much frowned upon in the Victorian Era, Oscar Wilde's only option for expressing himself was through literature.

Underlying homosexual tensions are found between Basil and Dorian, and Dorian and Lord Henry. Basil doesn't act out on his desired physically, but his worship through art makes it apparent. Lord Henry, on the other hand, is very decadent in thought, but because he is so old, he can't do much of what he advises Dorian to do. He wants Dorian to revel in the decadent lifestyle while he is still young. In the Lippincott edition of Dorian, there are several more explicit chapters that reveal homosexual behavior amongst the characters.

I can't even name heterosexual male characters from that novel. Basil was gay, the rest were bisexual.

Basil all but says "I love you, Dorian".