There are multiple ways to create a new relationship.
 
From the main grids (Constituents, Gift, Interactions or Documents), you can highlight the constituent, click on the New button at the top of the grid and select Relationship. Select the related constituent and their relationship type and click Save. If you do not want to save your changes, you can click Cancel.

 
From within a constituent record, you can click on their Relationships sub-menu that appears on the right above their information. Click on the +Relationship button at the top. Select the related constituent and their relationship type and click Save. If you do not want to save your changes, you can click Cancel.
 
From within a constituent record, you can hover your mouse over their Relationships sub-menu that appears on the right above their information and select New Relationship from the dropdown that appears. Select the related constituent and their relationship type and click Save. If you do not want to save your changes, you can click Cancel.