First create the two tables, then drag the relationship connector from the stencil to a blank area on your drawing.
Notice that one end of the connector has an arrowhead and the other end is plain. This is very important. The arrowhead should be connected to the parent table and the plain end should be connected to the child table. Remember, children point to their parents in Codd's world of relational databases. (If you have converted your drawing to the crow's foot style, then the 1-end should be connected to the parent and the forked-end should be connected to the child.)
To connect the relationship, simply drag the end to the center of the table. Release the mouse button when the border of the table changes color.
After the connections are made to both tables, verify that the foreign key in the child table is correct. If it isn't, then double click the relationship line to make the correction.