We did not create the relationship in the actual database using either the mysql gui tools or phpmyadmin.
The Relationships are used in the application.
You can see some examples how the relationships are used and created by looking in the section of the eCart getting started guide that deals with storing the order information in the database usiong the Sore order Summary and Store order Details behaviors.
Also the "User Level Authentication" tutorial on the Solution recipe tab and the "How to create an Order History page" on the how to tab of the security assist support page will demonstrate how the relationships are used.
In a lot of cases, foreign key relationships are more conceptual, and are not created within the database but used by the application.
You only create the foreign relationship in the database if you want to force referential integrity.