Select Main Table Context Menu > Link. Select an appropriate object from the list that opens in a new window. You can filter the list to find suitable candidates, use the CE button to find the current element if present in the list, or drag and drop an object from the Design Explorer to find it in the list.
The Link option will be available on objects that are not already linked (the exceptions being Schematic Pipelines and HVAClines that can be linked to one or many Pipes or HVACs respectively, and so can always be linked). When multiple objects are selected, the
Link option will be available only if all the selected objects are not already linked (again, with the exception of Schematic Pipelines).