The tie/untie tool
A tie indicates that two notes of the same pitch are to sound as one. A tie can be used to extend a note over a barline, to clarify the appearance of a rhythmic pattern, or to notate a rhythmic value that wouldn't be possible with a single note.
To tie two or more notes together just select them and then click on the Tie tool or use the keyboard shortcut command - ). The Untie tool works the same way to untie them. When the first note of a tied pair is selected you'll see a little grab box halfway along the tie:

This can be used to adjust the height of the tie up or down, and can also be used to flip its direction.