start a workout from the Garmin Connect application

No, you have to start the activity on the watch, unless you mean creating a manual activity. However, you can then edit the number of repetitions and weight on the app, once finished, saved, and synced.

And you can also create the workout plan in advance (including the repetitions and weight) in Garmin Connect » Training » Workouts, and then just start & execute it on the watch.

I used the application with the watch, unfortunately I find that it is not practical, that's why I thought that we could launch the training on the application. Is it possible to have this option?

1067957 said:

Is it possible to have this option?

No, currently it is not. Personally, I do not understand at all what it should be good for, but you can try suggesting it to Garmin at Share Ideas | Garmin 

that's why I abandoned the app with the watch, now I use another one on the phone (blast)

the blast application only allows you to have the notification of the rest time finished, but unfortunately not the heart rate.