To Pin one object to another, just click on the overflow menu (in the lower right) and choose Pin. Your cursor turns into a pushpin, and you can hover over other objects to which you can Pin the currently selected object. You'll see a purple outline of the object you hover over. Just click it and the two objects are now linked!
To remove the Pin, just hover over the object you want to unpin and go to the overflow menu and choose "Unpin from All"