Hello, there is a utility pole at the edge of the map you have to connect to. All poles must be networked together this way. Just place a utility pole next to the substation to power it.
Found it. Only zoomed out does it become obvious. Since there's already a tutorial prompt, clicking the prompt to then zoom out or move the camera and focus on the connections would be helpful. Have not played city builders before and I don't know the common tropes that might make sense to others.