How to Add Relationships
A huge part of the information in MusicBrainz is stored as relationships. For this reason, it's important to know how to enter them. There are several ways in which this can be done, described below. All relationship adding (and changing) by normal users needs to be voted on, so you should always write an edit note. Before adding any relationship, read the guidelines for relationships!
The Relate to... method
Navigate to the page of the entity you want to create a relationship with, and click the "Relate to..." link in the sidebar. A pop-up will appear. Select the type of entity you want to relate it to, and use the inline search to find the right entity. If the entity you're adding a relationship to is a release, you will be able to choose if you want to create a relationship with the release itself or with the recordings linked to it. Press the "Create relationship" button and you'll be taken to the relationship adding page. Once there, just select the type of relationship you want to create from the dropdown. Make sure the order is correct (if not, press Change direction) and you're ready to go.
The Use in a relationship method
To use this method, you will have to navigate to the pages of the two entities you want to relate. Press "Use in a relationship" in the sidebar in both pages and you will be taken to the relationship adding page. Once there, just select the type of relationship you want to create from the dropdown. Make sure the order is correct - if not, press Change direction - and you're ready to go. Note that when using this for relating artists and releases, you can only create a relationship with the release itself, not with its recordings; for that, use the Relate to... method!
Relating to URLs
This is probably the easiest kind of relationship to add. Just press the "Relate to URL" link in the sidebar, paste the URL in the field, select the right category and you're good to go! In some cases, MusicBrainz will even select the right category for you. Familiarize yourself with the pertinent URL relationship guidelines before doing these edits though.