You can if they're on the same tree if you're talking about connecting someone from Tree A to Tree B then right now you can't do that.
If you want to do it with someone that is all on the same tree.
Click on the person that is going to be the child in the relationship. Then click Change or delete, then click Change parents. Next, Choose new parents from the tree. Then you scroll to find the person you want to add as the person (Mother or Father) when that person or persons has been selected click set new parents.