If the position of the first or second joint of the member you have drawn coincides with the position of an existing joint, the new member will be connected to the existing member at the existing joint.  Note that this will happen even if the existing joint is at a different depth from the current drawing depth.  For this reason, you will probably find it necessary to use the clipping and masking controls when drawing members which lie in front of or behind other members in the two dimensional views.  When drawing in the 3D view, you can only draw a member between two existing joints.

The new member will also connect with an existing member if you start or finish drawing on the existing member.

The connections between the members are set to be rigid.  You can change this using the Member Releases command if you require a connection between members which cannot support moments.