Click the Transition Link button 
on the diagram toolbar.
On the Diagram, click the source state element.
Drag the link to the destination state element.
Drop when the second element is highlighted.
A transition link can be drawn between the following elements:
To create a transition link between two state elements:
Click the Transition Link button
on the diagram toolbar.
On the Diagram, click the source state element.
Drag the link to the destination state element.
Drop when the second element is highlighted.
Once the link has been drawn on the diagram, use the Properties view to update the link. Properties set for the link are shown on the diagram. For more information on available properties, see Transition Link Properties.
Related Topics:
Creating Links
Moving Links
Editing Links