How do I create a new relationship?

Start by manually positioning the two objects (for example, an actor and chair) until they are in the relative positions and orientations for your desired relationship.

NOTE: The easiest way to position two objects in relationship to each other is to bring them both into Free Position Mode (which you enter by (1) selecting both objects, then (2) choosing TOOLS->FREE POSITION MODE). 

Once the two objects are positioned/orientated to your liking, then 

1. Exit Free Position Mode if you're in it, 
2. if they aren't already selected Select the two two objects which are to be a relationship by SHIFT+CLICKING each in turn
3. Click on the RELATIONSHIPS menu and choose STORE NEW RELATIONSHIP

NOTE: you must have exactly TWO objects selected in order to store a new relationship.