Yes, make a short net coming off the pin. Name it something meaningful to that pin. Do the same on another pin that you want a net connected to. Name that pin/net the same as the first one you did. It will ask you if you want to connect "N$x" to "yourName." Hit ok. now you will see on the board view that there is a connection between the pins and you can route it.
Don't forget to add a label to the net so you what what it is!
