The linking screen isn't very inuitative at the moment but here's the main outline.
First you have the option of logging a new calls/requests or searching for an existing call/request.
If logging a new one, these are typically linked to the original call as children.
If you've opted to search for existing calls/requests, then you'll have the options on the search results page to link back to the original call as parent or child.
Good news is that in 9.1.6, the linking screen will have small input boxes to immediately enter the call/request numbers and immediately link them without having to perform a search.