To connect two SMS flows you have to use the Go To Message element where you specify to where the flow should be redirected. The Select Destination window allows you to indicate the flow and the screen where you want to jump.
The Go To Message element can also be used to link interactive elements (Wait Message or Send Message) of the same SMS flow. For example, this could be useful when for a matter of organization you don't want to connect them directly and graphically.
Select Destination Window | Connect SMS Screens | SMS Go To Message Properties