When a connector is drawn to link two shapes together, it gets attached to a certain point on each of the shapes. On each shape, this point is one of those blue circle handles that appear when you are attaching the shape to a connector. Sometimes you may attach your connector to the wrong handle, and may need to detach it from that point, and attach it somewhere else. Or maybe you connected to the wrong shape altogether, and now want to detach the connector from one shape and attach it to another.
Microsoft and the Office logo are trademarks or registered trademarks of Microsoft Corporation in the United States and/or other countries.