Cannot add a link

I cannot seem to add a link between existing devices. I right click and get the pull down of what to add. When I click on “Add Link” I never get a config box like when I click on the others. I just get a little line by the pointer. When I click “Add Link” should I be getting a config box?

firstly, your mouse cursor changes. You draw a link (from one device to another) and then your config window appears.

Thank you.