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: https://drawio.seibert-media.com/floating-and-fixed-connections-in-draw-io/