Hi. Welcome to the wonderful world of shipsim forums.
It only works in pre-defined missions, not in roam mode. When the mission editor becomes available you should be able to define your own mooring points.
Have you tried the mooring feature in a mission? It is quite extensive.
Stu
EDIT: If you ARE doing this in a mission, select one of the orange blobs on the ship and then it will show similar orange blobs on the quay. When you select the orange blob on the quay, it will draw a rope between the two blobs.