how do you travel between stars?
Research a tech in the non-combat research screen called long-range jumps/distant visualization/something like that. Go to your star then tell your ships to go to the other star. After that, they will automatically use inter-star jumps.
Note that wormhole travel uses a different tech and so has to be researched separately.
when I construct a map with forge, is there anything I need to do to connect the stars?
Nope. They're connected automatically.
Note that it's not that way for wormholes.
