I want to renew my Pakistani passport Can anyone tell me Where should I go in new York Should I go here?

Brother renew it online. Its easy and cheap to renew online from home. And passport will be delivered to you.

Go to Indian embassy they will be more of assistance than the Pakistanis.

We can renew online while living in USA ? Will it be delivered to Connecticut address?

Yes. They have a website too. http://www.pakistanconsulateny.org/passport/