It slightly depends on how you started edge creation.
If you dragged and dropped an edge style template from yEd's palette onto an existing node, move the mouse over the desired target node and click the left mouse button.
If you started edge creation by pressing the left mouse button on a node that is not selected, drag the mouse over the desired target node (while still pressing the left mouse button) and release the left mouse button over the desired target node.
If you started edge creation by pressing the left mouse button on a node that is not selected and you already released the left mouse button on empty space (to create a bend for the new edge), move the mouse over the desired target node and click the left mouse button.