The solution shows by BigBoss is simple, but the actual via effect in not included in EM. You get an ideal connection from schematic, which is not very accurate. The better solution is to include the via in EM, with realistic dimensions.
You need to draw the actual via.
Choose a layer (e.g. layer 'hole') and draw your via in layout. That can be a line for a 'sheet' via, or a more realistic circle that represents a round (drilled) via.
Then, you need to map that layer as a via in your Momentum substrate definition.
Check your model in 3D EM preview, to make sure the via is included in the actual EM model