Relationships are established with foreign keys in a database like mySQL.
Say you have two tables
users and messages
users is defined:
user_id, username, user_fullname, user_lastlogin
messages is defined
msg_id, sender_id, recipient_id, msg_subject, msg_time, msg_body
Then you can link sender_id and recipient_id to table users via keys. Whatever value is stored within sender_id or recipient_id would be a user_id of a corresponding users table entry.
Therefore users has *two* one-to-many relationships with messages.
That is a simple example of what is involved.
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