Modified behavior
The behavior has changed in newer versions of Xcode (I'm not sure, but maybe it was with 7+.). Older versions of the product may still work with the gutter label.
Now you need to either open the connection inspector or right-click on the view controller in the document structure. After opening, drag from a specific IBOutlet to your UIView subclass (UIButton, UITextField, etc.)
Connection Inspector

Controller view

Official guide
Find your local help at: Builder Connections Help Interface: Create an output connection. You will find that these are the only methods that now work. The gutter label does not work.

Nota Bene:
You can confirm this behavior and other changes in the Xcode shortcuts by selecting the following Help> Xcode Overview and looking at Part V: creating a user interface, section “Connecting Objects in Code”.
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