How to use different curve tools to draw a curve between existing objects, including continuity.
Connect two points with a blend curve
You can press the mouse button on a curve, surface or mesh, and drag the new constraint on it. Blend curves allow automatic snapping.
The new blend curve automatically has curvature continuity when you snap to surfaces.
Connect two points with a basic curve
The new curve is a straight line between the two points. To make the curve tangent or curvature continuous, use Object Edit > Align > Align to align the new curve with the existing objects.