A label connector connects a label with its relationship. Label connectors are hidden by default. You can show them using Style sidebar - scroll to Label Connector group and click on "Show label connectors" check box.
The default style of label connectors is a thin semi-transparent dashed line. You can adjust this style modifing the attributes:
- Line width
- Line style - solid, dot, dash, dash long space, dash dot, dash dot dot, medium dash, long dash, very long dash