IPHONE 6 switched off now showing sign to connect itunes

That screen means it has entered the recovery mode and you must follow the instructions in http://support.apple.com/kb/HT1212 to use recovery mode to connect to iTunes and restore.

It's in recovery mode. Plug it into your computer and restore it using iTunes.

Yes, to use recovery mode you must start iTunes on a computer and attach the iPhone, per the instructions in that knowledge base article.