A Notelink connector connects a Note to one or more other elements of any other type.
Both Note and Notelink are available in any category of the Toolbox, in the Common page. You can also select them from the UML Elements toolbar.
OMG UML Specification:
The OMG Unified Modeling Language specification, (v2.5.1, p.22) states:
A Comment is shown as a rectangle with the upper right corner bent (this is also known as a “note symbol”). The rectangle contains the body of the Comment. The connection to each annotatedElement is shown by a separate dashed line. The dashed line connecting the note symbol to the annotatedElement(s) may be suppressed if it is clear from the context, or not important in this diagram.