Click the first note with the middle mouse button and drag. You'll see a red line going from it. If you drag it onto a second note, it will automatically connect properly, but you don't need to go to a second note. The cool part is, that you can have several notes slide at different paces to different places, meaning you can have chords slide to each other. Offset the end of each note to even do temporal variations for each one. Very, very cool stuff, I can promiss you that!