There are 4 ways to connect shapes:

1. Focus/Mouseover:

Ctrl+Drag or click blue arrow or Ctrl+Drag connection point

2. Drag and drop:

Drag from sidebar to blue arrow or circle

3. Select + Sidebar:

(Alt+X) click in sidebar with selected shape or edge

4. Select + Keyboard:

Press Alt+Shift+Arrow key (cursor) with selected shape

See also: