That depends! Is your Privacy Account going to be used for purchases made for your business?
IF NO
No, you cannot connect a business checking account to your Privacy Account.
IF YES
Yes, you can connect a business checking account to your Privacy Account.
HOWEVER
Sole proprietorships should use a personal bank account. If you already are using Privacy for personal transactions, we recommend making a separate Privacy Account for your business purchases.
You can find more information on how to do so here