The title says it all
Hi @Horizon! Good question!
See more shortcuts at our Keyboard Shorts page.
Or, hold down the "C" key on your keyboard and hover over a sticky. This will cause connector points to appear on the edge of your sticky note which you can then click on a drag to create a line and a new sticky (or other object) to connect to.
You can also toggle connector points on so all objects will show them without having to use the "C" keyboard press to make them appear:
Thanks for your help, @drcjw! 😉