Those are just Annotations that explain what happens inside that activity. The term ‘connection’ is a bit inconsistent with Mendix terminology. It’s meant to say ‘Association.’
So when you create the NewTeamMember object that is of entity type TeamMember, go into the activity and set the TeamMember_ProfilePicture association to the newly created $NewProfilePicture object (the output of the first activity in that microflow).
Follow the same logic when creating NewAccountPasswordData.