The default Connect option will connect you to the fastest available server for you. This leads to better load balancing and higher speed, which is a priority for free users. For the option to connect to a specific server in a country of your choice, you may consider upgrading your plan (https://protonvpn.com/pricing).

On another note, connection speeds can be influenced by many factors such as your native ISP speed, location, server load, network setup, etc. The free servers may also be slower at times since a lot of users are connecting to them. Try the tips at https://protonvpn.com/support/increase-vpn-speeds to improve your speeds.