Click on the Diagram window to activate the toolbar.
Select the objects you wish to connect from (to make multiple selection, hold the SHIFT key down while clicking on the objects or draw a box around the group of objects).
While the objects are selected, click on the Add Connector icon on the toolbar.
Click on any of the selected objects then click on the object you wish to connect to.
A left-to-right arrow will appear for each object you connected from.