On the Diagram toolbar, click the Association Link 
button.
Click on the source element.
Drag the link to the destination element.
Drop when the second element is highlighted.
Association links can be drawn between all elements on the diagram, except, from or to, a collaboration element.
To create an association link:
On the Diagram toolbar, click the Association Link
button.
Click on the source element.
Drag the link to the destination element.
Drop when the second element is highlighted.
Related Topics:
Creating Links
Moving Links
Editing Links