ERROR: Couldn't find a .shopify-cli.yml file in the directory

[Talktohenryj]

I am trying to connect to my Shopify app through the CLI using Shopify App Connect but I am getting the error:

Couldn't find a .shopify-cli.yml file in the directory

Anyone know what to do?

I thought the shopify-cli.yml file should be created through Shopify App Connect