The Coveo connector retrieves content from the Liferay portal by connecting to the Coveo Liferay portlet plugin. You must deploy the plugin on the Liferay server.
Depending on your Liferay version:
Deploying the Coveo Liferay Portlet Plug-in for Liferay 6.0
Deploying the Coveo Liferay Portlet Plug-in for Liferay 6.1