There are only three ways to connect KNEX rods to KNEX connectors: End-on, Side-on, and Through the hole in the middle. All three are shown in the picture.
View video
To make a connection through the hole in the middle, simply put the rod through the hole. Note that a few special-purpose connectors dont have a hole in the middle
To make an End-on connection, put the connector on the table, position the rod over the side of the slot in which you wish it to go, and push down gently. If it wont connect easily, reposition the rod, and try again. You dont need a lot of strength to make End-on connections.
To make a Side-on connection, hold the connector in one hand, the rod in the other, and push the edge of the rod into one of the slots. You will need to push quite hard - young children may find this type of connection difficult. Note that you can only make this type of connection where there are ridges along a rod - so Side-on connections cant be used with the short green rods, or right at the end of any rod.