Yes, an edge does need to connect to a node. However, the start node and the end node may be the same. Moreover, the connection point (called a "port") may be moved out of the connected node. To move an edge's connection point, select the edge and change its "Source Port X/Y" or "Target Port X/Y" properties.
Another possibility to make it look like an edge does not connect nodes is to make the corresponding nodes invisible (by setting the nodes' "Fill Color" and "Line Color" properties to "No Color").
