Hi,
also welcome to the forum.
I use two methods to connect external elements on a board layout.
1. As described by Torben.
2. If there is no space available for connectors (e.g. box headers), or the entire design should be cheap to make I use solder pads of different diameters and drill sizes. They also have the advantage to put connections anywhere on the PCB for easiest routing.
I have attached the zipped pads.lbr. There are three different kinds of pads: visible with a white (layer21) square frame around for easy location, visible without frame, might also be used for wire jumps (wire jumps have the advantage that ripping up a trace the connection won't get lost.) and invisible pins (with a package), also used for wire jumps in order not to spoil the overall view of the schematic. which are invisble on the schematic, unless you select 'display pins'. They will be visible on the PCB layout at any time and can be connected like a device.
Boncuk