There is no built-in support for such links if what you need is the links to stay horizontal or vertical while being drawn. In such case you will have to create a custom link class or a custom behavior class that aligns the link end points. You can see an example below. Otherwise you could handle the LinkCreated and LinkModified events and update the end points when the operation is competed.

I hope that helps,
Stoyan

class MyBehavior : LinkShapesBehavior
{
	public MyBehavior(Diagram diagram) : base(diagram) {}

	protected override void OnMouseMove(Point mousePosition)
	{
		base.OnMouseMove(mousePosition);
		var ist = Diagram.Interaction;
		if (ist != null && ist.Action == Action.Create && ist.CurrentItem is DiagramLink)
		{
			var link = ist.CurrentItem as DiagramLink;
			Point sp = link.ControlPoints[0];;
			double dx = Math.Abs(sp.X - mousePosition.X);
			double dy = Math.Abs(sp.Y - mousePosition.Y);
			if (dx > dy)
				mousePosition.Y = sp.Y;
			else
				mousePosition.X = sp.X;
			ist.Update(mousePosition, Diagram);
		}
	}

	protected override void OnMouseUp(Point mousePosition, MouseButton mouseButton)
	{
		DiagramLink link = null;
		Point sp = new Point();
		var ist = Diagram.Interaction;
		if (ist != null && ist.Action == Action.Create && ist.CurrentItem is DiagramLink)
		{
			link = ist.CurrentItem as DiagramLink;
			sp = link.ControlPoints[0];
		}

		base.OnMouseUp(mousePosition, mouseButton);
		if (link != null)
		{
			double dx = Math.Abs(sp.X - mousePosition.X);
			double dy = Math.Abs(sp.Y - mousePosition.Y);
			if (dx > dy)
				mousePosition.Y = sp.Y;
			else
				mousePosition.X = sp.X;
			link.ControlPoints[0] = sp;
			link.ControlPoints[link.ControlPoints.Count - 1] = mousePosition;
			link.UpdateFromPoints();
		}
	}
}

diagram.CustomBehavior = new MyBehavior(diagram);