In or Out node of a wire sheet object (glyph) until the area is highlighted and the mouse pointer changes to a white arrow.

In or Out slot of the target object and release the mouse button.

To identify the objects (slots), their names display at the top of their respective columns. The object in the left column is the source object; the object in the right column is the target object.
You cannot select invalid (dimmed) slots when dragging from an In to an Out slot or when using this window.
Red rectangles surrounding each selection indicate the link.
A summary of the currently selected slots displays above the OK and Cancel buttons.