6. The Tools in the Toolbox / 6.4 Tools for Vector Layers
This tool combines two vector paths to one. Both paths have to lie in one layer.
In order to use it, you have to click to the first point, then to the second. If you had already selected one point, you have only to click on the second point. PhotoLine shows two little bars beside the mouse cursor to show that you have to select the second point.