You do not need physical lines connecting the nodes. Right click on the node and enter the source node name, the connection is done by name. The naming conventions are in the help "working with connectors" section. I am not sure if you just click on the node on the block or may have to draw a short line or bus first then click on that stub. I think the only way to "see" the connections is to compile then use netlist viewer. If you find a way to find the source node before compiling, please let me know.
Also synthesis will throw away blocks with missing connectors but I think they will show up in red in netlist.