The connection between Central America and North America is by an isthmus, not an another continent.
Centeral and Southern America
south America
United States of America
Everything south of Mexico is part of South America.
North America
I presume you are referring to the comparatively narrow strip of land which connects the two larger continents - it is referred to as an "Isthmus".
No continent connects to Antarctica. The closest continent is South America, which is about 600 miles away from the Antarctic Peninsula.
South America
Technically it belongs to North America, but people tend to divide it into three parts.
South America
North America connects to South America on the north side of South America, nothing connects below
South America is considered by some to be a continent and by others (like me), the southern part of the continent called America.