To spread your design wires over multiple sheets (diagrams), all you need to do is:
On the first diagram: place the wire from its start point (e.g. device pin) and double click in empty space to terminate it
On the second diagram: Go to the Design tab in the browser to the bottom left of your window, navigate to the Wires folder, and you should find the same wire you just placed on diagram 1. Double click on it and place it on the diagram. This is called instantiation: the wire now has two instances, one on each diagram.
Any end terminating in empty space will have chevrons at its end (>> or <<), signifying that this is one instance of many for this wire. Next to the chevrons you will also find cross-reference text, pointing you to where the other instance can be found.
Hope this helps,