[whpalmer4]

There are a number of ways to set this up. You've correctly noticed that it doesn't matter which order you select the tasks in when using the Connection button (though I've suggested that allowing one to specify the direction by the order of selection would be a nice enhancement, and if you agree, use Help->Send Feedback to add your vote).

You can:

Draw in the dependency on the Gantt chart by dragging a line from the tail end of the first item to the front end of the second item. This can be a bit fiddly if they are separated by quite a distance on the chart.

Turn on the Dependencies column in the outline portion of the chart (see View->View Options) and enter the id of the prerequisite in the dependency column of the other task. You can edit the dependency in the Task inspector to add lead times, change the dependency variety, etc.

Add the dependent item in place after the prerequisite with Structure->Add->Dependent Task, then drag it into the desired position on the outline.