Lines
Lines can make logical associations between objects. You can make lines with the Line tool. Each line has a direction; it travels from its source to its destination, passing through its midpoints along the way.
You can select a connection line with the Selection tool, then use the inspectors (particularly the Lines and Shapes inspector) to edit it. You can also use the Selection tool to move a line's points or connect it to an object.
Lines can have shapes attached to them as line labels.
Note that you can also use lines without connecting them to anything at all. To prevent a line from trying to connect to objects, select it and use the Connections inspector to disable connections.