How to use different curve tools to draw a curve between existing objects, including continuity.
Connect two points with a blend curve
  to show an extra floating
               palette containing the BlendCrv Tools tab.
            
 .
            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.