The situation where you'd want to do this is presumably where the connection is going to be made outside of the cell - so you're wanting to define a "must connect". This only makes sense for pins of the block.
Imagine that you have one part of the "vdd" net, currently wired up to a pin called "vdd". Then you have another region of routing on the vdd net, currently not wired to a pin at all - but it's showing a flight line between the two.
In order to add a "must connect", you have to have two separate terminals (in IC61, as the OpenAccess connectivity model is different than CDB) - so add a pin on the second region of routing and specify the terminal name as (say) "vdd_2". Then bring up Connectivity->Pins->Pin Connectivity Setting (unfortunately a rather confusing form, so much so that I wrote a solution on how to use it). Select the two terminals "vdd" and "vdd_2" and do Right Mouse->Make Must Connect Group. That should fix the annotation browser, because it now knows that these two regions of routing will be connected at a higher level.
The reason why the two terminals need to have different names is because they really aren't connected inside the design - so it doesn't really make sense for them to be given the same name if you aren't going to connect them. If they are multiple pins within the same block, they'd naturally be "strong connected" - which means that you can route to either of them - or you can mark them as "weak connect" which means that you aren't allowed to use them as a feed through (e.g. the poly gate of a transistor).