The link between two people who are spouses is made when you click the "Add partner/ex" button; then you can add the new person and they are linked to the original person (from where you clicked that button).
Siblings are "linked" through their Mother and/or Father. From one of those, click the "Add child" button and add a child. Once that one is saved, click the "Add child" button again and then add the 2nd child. They will now appear as siblings, though they aren't really "linked" in the way spouses are.
