When a woodwind player plays a phrase like this:
…it could have a variety of shapes, depending. But often a rising line gets a subtle crescendo, and a long note at the end gets a little decrescendo:
To play create this shape, you blow air that makes the shape. You can imagine playing a single note, like this:
…and then let your fingers and tongue play the notes over the shape.
But sometimes less-experienced players blow like this:
That makes the phrase sound weird, like the notes each have their own shapes. For the notes to unite into a phrase, they need to combine into one shape.
To practice this, first decide what shape your phrase should have, and mark it into your music. Then, without your instrument, blow air that makes the shape of the phrase. Then pick up your instrument and do the fingerings, blowing the air shape outside the instrument. If some notes should be tongued, add that next. Once you are comfortable with all those steps, combine them to play a smooth, connected, well-shaped phrase.