"Is there a way to change the start/end point of a polyline? I need this in order to optimize the paths a CAM program is calculating out of the .dxf file."
Just click on the polyline and move the blue point where you want them to be.
"Also is there a way to connect two polylines into one (given that the endpoint of one polyline is the same as the startpoint of another...)."
Just use the snap function "Snap on Endpoints" and there you go.
Snap->Snap on Endpoints
or
press this button