Use a Find Entries or Search Repository activity to get the set of entries you want to link, and then use a Create Link activity to create the link relationship.  If it's a many-to-many relationship, you may also need a For Each Entry activity to loop through one set of entries, linking each document in the set to another set of entries.  If you need the link relationship to be different depending on the document, you may need to use a Conditional Decision activity with a separate Create Link activity in each branch.