Connecting the pins
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Click M1 into empty space on your schematic to have all parts unmarked. The pins of component symbols are connected by the function "Place wire" using icon
You can either use keyboard key  in order to start this function.
Now lead the signal by M1H from the cathode of the diode to a pin of a connector. The signal has adapted the pin function and leads it further as a signal name. After you have created the connection cut the wire by the use of [Esc] or by M12 to proceed with a new connection. Toggle the bending mode by the use of the "space bar".
Now connect the anode of the LED...
...and connect both remaining pins for ground connection.
The ground signal is connected by a ground symbol. Please find it within the range of "Reference pins" in the sidebar:
Drag and drop the GND symbol in the schematic by M1H...
...and connect it that way, that you drag a signal wire from the GND symbol towards the signal track. By this means the signal GND is carried over from the GND-Symbol to the signal track. An intermediate dialog confirms the naming of this signal.
That's what your little schematic now could look like: