As far as I know you can display DCF connections only for shapes pointing to either DataMiner elements or views. I believe that DataMiner services are currently not supported.
In order to display DCF connections for views, you will need to use the option EnableViewConnectivity. More information in DataMiner Help
You can find an example about how to use this option in the view Linking Shapes available on DCP DMA (page dcf /View1)