Choose Home tab→Relate group→Connect 
.
Click the endpoint of the first path segment.
Click the endpoint of the second path segment or a cylindrical or elliptical element on the active part.
Tip:
If you cannot locate elements on one of the parts in the assembly, make sure the part is active. To activate the part, click the Activate button on the command bar, and then click the part.
You can also connect the endpoint of one segment to any point along another segment.