In order to connect wires to most of your components, you will need two things, a glbl module and global wires for CLK and reset. easier.
You can create a glbl module for your simulation by adding the "ovi_unisim" library to your toolbox. To do this, right click on an empty space in the symbol toolbox and select "Select libraries...", then select the ovi_unisim library. You can now insert a glbl part into your design. Once you have done this, be sure to name the glbl part "glbl" exactly.
To set up the global CLK and reset wires, create two global wires in your design. The button for global wires looks like a yellow circle in AHDL and should be next to the VCC/GND button on the toolbar. Place two of these on your design and name them CLK and reset. Then, name your clock signal net CLK and your reset signal net reset. This should set up your global wires and allow you to get to the simulation stage.