Look at tutorial quickly. Or try it as a coaxial connector as follows. i think it also works.
1. Just draw a circle on ground plane about sma radius and subtract it from ground plane.
2. draw a cylinder on vacum about coax diameter and the circle you drawed on ground plane.
3. draw cylinder for coax pin at the center of cylinder that you draw at vacum and assign it to pec.
4. draw one more cylinder for probe from the end of coax pin that you drawed before with the radius of pin and same location.(elevation depend on your design)
Also assign it to pec.
5. Also draw a circle for wave port to the bottom of coax with the same radius and coordinates. and assign it wave port.
Thats all. others are related with boundaries and your choices.