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You can use the following syntax:
@startuml State S1 State S2 S1 -[#DD00AA]-> S2 S1 -left[#yellow]-> S3 S1 -up[#red,dashed]-> S4 S1 -right[dotted,#blue]-> S5 X1 -[dashed]-> X2 Z1 -[dotted]-> Z2 Y1 -[#blue,bold]-> Y2 @enduml