After placing various components in your schematic, you will need to connect them with wires or buses. Move the cursor to the end of the first pin until the cursor changes to a "+". Click and hold the left mouse button, drag the cursor to the second pin, and release the mouse button. If your wire requires a number of bends, you may have to first draw a wire from one pin to an intermediate point, and then draw a separate wire from the intermediate point to the other pin.
Another option for connecting components is to use the Rubberbanding function. When Rubberbanding is on, two components may be connected by moving one component until its pin touches the pin of the second component. When the components are moved apart, a net is formed between the pins. Rubberbanding may be turned on using the menu option:
Options -> Rubberbanding
You may also connect various wires in your circuit by giving them the same label. For example, if two wires are both labeled "CLK", then these two wires will be considered as connected by the program.