Traces are necessary to connect sensor electrodes with the controller pins.
Though Sense's templates you can simply add traces in your Layout through templates:
Rectangular Trace: width and height (both in mm) are needed.
You can made them rounded by checking the "Rounded Corner" option; the curvature radius is fixed and equal to the half of the lowest dimension (width or height).
You can also rotate them.
By adding multiple traces and placing them accordingly in the canvas, you can design any trace route, even of complicated designs.