The main idea behind PD is to connect interfaces, not individual signals. However, signals that do not conform to the standard interfaces supported (Avalon and AXI) appear as conduit interfaces in the tool. Like conduits can be connected to each other, though you have to be careful because PD can't do error checking on these connections (errors won't appear until compilation). You can always export conduits (most common use) and manually connect the signals in HDL code.
