There are three types of case relations in FogBugz:
See Also
To create a simple hyperlink from one case to another, while editing the case, just type the word "case" followed by the case number, for example, Case 123. (If you like, you can use the word "bug" instead of "case").
This immediately becomes a bidirectional hyperlink to that case. It's bidirectional because FogBugz automatically makes a link back to the current case from the linked case, in the See Also section on the left hand side.
Duplicates
When one bug report is a duplicate of another bug report, you should resolve it as "Resolved (Duplicate)". That lets you enter the number of the bug that it is a duplicate of, which becomes a hyperlink. Once again, this link goes both ways between the cases.
Subcases
If the relation between two cases is a parent-child or hierarchical one, FogBugz lets you model this with Subcases