For proper loading of package, the WmART package should be dependent on user defined connection package or not ?
You really don’t have to do this as "The WmJDBCAdapter and others Wm* packages has a dependency on the WmART package.
Which Adapter connection and adapter service template are you referring to so that I can provide you more insights about setting the dependency of WmART.
I agree with Mahesh.
Your custom packages should have a dependency on the Adapter packages from which they connections, listeners etc.
This will make sure that the connection will be enabled after the Adapter package has finished loading.
Especially SAP Adapter is one the packages where this is neccessary as certain transport services are being invoked as a flow service step which wont work when WmSAP has not been loaded completely.
See users guide for the Adapter(s) being used for further informations.