Found in the Right-hand Pane on all record types, you'll see a 'Related' section - this is used to link records to each other. For example, I could link a contact to another contact as their sibling or spouse.
You can then click on the related record to quickly open that record.
Adding a Related Contact to a Contact Record
- From the Record you're viewing, hover over Related Contacts in the Right-hand Pane
- Click the red Plus button that appears
- Enter the name of your contact - if they don't exist click Add Contact
- Enter the relationship to the record in the bottom field - you can choose a predefined relationship type or free type one in
- Click Save