You can change connections by dragging its end to another connector. Move the mouse cursor over the desired end of the connection until the drag&drop icon appears:
Then click on that end and drag to another connector:
Click again to complete changing this connection:
If you click on an empty field while dragging, the connection will be deleted.
Note that you also cannot connect this connection to incompatible connectors.
Sometimes connections don't look good, like this:
But you can add reroute knots through which the connection line will pass:
To add a new reroute knot, press Shift and click on the connection line:
To rotate the reroute knot 90 degrees clockwise, you need to double-click on this knot. But to rotate counterclockwise, you need to press Alt and also double-click on this knot:
These knots can be moved and rotated to achieve the desired result.
You can also create sharp corners in the connection line, for this you need to choose the rotation of the knots in a certain way: