Wires (nets) can be added to component pins in multiple ways. You can:
Click on a pin, hold and drag to another pin, then release
Drag a component so its pin touches that of another component then release
Right-click on an existing wire (net) and click on the new icon to add another wire
Note that all component pins are color coded. When connecting component pins to each other, they should be the same color (which implies that they are of the same "technology type").