Connecting objects with the Line tool
Use the Line tool to make logical connections between objects. Connected objects stay connected unless you disconnect them, no matter how much you move them around or change them. 
To create a new line:
Click where you would like the source of the line; this can be an object (to which the line will stay attached) or an empty spot on the canvas (so the beginning of the line remains unattached).
Click as many empty spots on the canvas as you like to give the line midpoints.
End the line at an object by clicking the object (to which the line will stay attached), or end the line at an empty spot on the canvas by double-clicking there (this can be changed in the Drawing Tools preferences).
Hold Shift while drawing a line to constrain the next point to angles at 45 degree increments from the previous point. Hold Option while drawing a line to prevent it from connecting to objects.
When two objects are connected by a line, the object at the source is considered the parent of the object at the destination. This defines the objects' relationship in the outline view and when you use automatic layout.
Lines can have line labels attached to them. Click a line with the Text tool to create a new text label. Or, drag an existing shape to the line until the line is highlighted, then drop it to attach it as a label.