Click the Message link button 
on the diagram toolbar.
On the Diagram, click the object lifeline source element.
Drag the link to the destination object lifeline element.
Drop when the second element is highlighted.
A message link can be drawn between object lifelines on the sequence diagram. An object requests the execution of an operation from another object by sending it a message.
To create a message link:
Click the Message link button
on the diagram toolbar.
On the Diagram, click the object lifeline source element.
Drag the link to the destination object lifeline element.
Drop when the second element is highlighted.
Once the link has been drawn on the diagram, the in-place editor activates, allowing you to enter a label for the link. Press Enter to update changes.
To edit the message link, double-click on the link label to activate the in-place editor. Alternatively, use the Properties view to update the link. For more information, see Message Link Properties.
Related Topics:
Creating Links
Moving Links
Editing Links