How to draw a PCB in Altium without schematic?
Long story short: You'll be faster (and far less error prone) if you use a schematic 

But if you still want to do it the hard way:


You have already placed your components, now add nets by clicking Design -> Netlist -> Edit Nets (add two nets for example, one GND and one +5V), then exit the dialog
Double click a pad of a component and you will now be able to assign the net
Double click a pad of a different component and assign the same net.
Altium should now draw a ghost line between those two pads, you can now use the Place -> Track tool to draw a track.