Hi Raul,
If you are calling connectWithUserName API with the user name which is already used then you will get Auth_Error in onConnectDone callback method.
All the above methods are callbacks which gets called if the corresponding API is called. For example: if you call getOnlineUsers API then the response of this API will be provided in onGetOnlineUsersDone callback of ZoneRequestListener. In the same way other callbacks can be used whenever its respective APIs are called.
Let me know if you have any other queries.
Regards,
Rajeev