Code

bool linkFromClicksMode = true;
DiagramLink linkFromClicks = null;

void diagramView_MouseUp(object sender, MouseEventArgs e)
{
    var diagramPoint = diagramView.ClientToDoc(e.Location);
    if (linkFromClicksMode)
    {
        var node = diagram.GetNodeAt(diagramPoint);
        if (linkFromClicks == null)
        {
            linkFromClicks = diagram.Factory.CreateDiagramLink(diagramPoint, diagramPoint);
            if (node != null)
            {
                linkFromClicks.OriginConnection = node.CreateConnectionPoint(
                    linkFromClicks, diagramPoint, false);
                linkFromClicks.StartPoint = node.GetNearestBorderPoint(diagramPoint);
            }
        }
        else
        {
            linkFromClicks.EndPoint = diagramPoint;
            if (node != null)
            {
                linkFromClicks.DestinationConnection = node.CreateConnectionPoint(
                    linkFromClicks, diagramPoint, true);
                linkFromClicks = null;
                linkFromClicksMode = false;
                return;
            }
            linkFromClicks.ControlPoints.Add(diagramPoint);
            linkFromClicks.UpdateFromPoints();
        }
    }
}

void diagramView_MouseMove(object sender, MouseEventArgs e)
{
    if (linkFromClicks != null)
    {
        var diagramPoint = diagramView.ClientToDoc(e.Location);
        linkFromClicks.EndPoint = diagramPoint;
        linkFromClicks.UpdateFromPoints();
    }
}