Does Blender have a function like Wings3D that connects two selected edges?
If you mean connect them with a face (polygon) just select the two edges and hit ‘F’, that will generate a face between them.
If you mean with another edge, I suppose you’d just select each edge individually and subdivide, then select the two new vertices and hit ‘F’ to create a new edge between them.
I just tried it, but it connects to other vertices as well. I read somewhere that the latest Blender will make “clean” connects, so hopefully it will be like Wings in that regard