In general, you can connect to one node, or to multiple nodes. For simple usage, one node is fine. For a client application where you want lower latency and higher throughput, you should connect to all of the nodes in the cluster. See Connecting to the VoltDB Database for the java client, and in particular section 6.1.2 on using the auto-connecting client which enables you to connect to only one node and the client will automatically connect to all of the other nodes.
For command-line access, see the sqlcmd reference:
--servers=server-id[,...]
Specifies the network address of one or more nodes in the database cluster. By default, sqlcmd attempts to connect to a database on localhost.
Disclosure: I work at VoltDB.