Since you cannot connect an edge to another edge, you need to introduce a helper node. Either split the "Student" -> "Course" edge using an additional size 1 node and connect that node to "Enrollment" or create a dummy node which you place on the "Student" -> "Course" edge, connect to the "Enrollment" node, and finally turn invisible by setting "Fill Color" and "Line Color" to "No Color".
Both approaches have some drawbacks, though. The most important one is the fact that yEd's layout algorithms will treat the dummy/helper node as a regular node which can lead to undesired results.
