You can select a Bézier path by clicking on its contour with the arrow cursor. Individual path segments can be selected by holding down the ALT key while you click the segment in question. You can thus change e.g. the line style of a path segment or delete the selected segment.

To connect Bézier paths you can select Bézier points. To do so, click on the points in question. The points are then displayed in the previously-specified 2nd selection color.