If you want to define relationships between elements and components, you must first create a relation set. Please read
Relation sets for descriptions of the two types of relation sets you can create.
1. Click Relations and then, in the Relations Mode group, click Assembly or Parametrics.
2. Click Relations and then, in the R-Sets group, click New.
3. Select a part or assembly for the Owner.
4. The Attachment field determines whether the relation set is saved in the Contents or Instance file.
Assembly or 
Parametrics.
New.
to complete the operation.