First, set the contact or event info window to show the attachment list:
In the contact info window, in the bottom left, there are two buttons. Click on the first one, "Attachment List" to activate it (it's blue when activated.)

Then a list appears with all the Notes, Emails, Documents, Contacts, and Events associated with the contact.
To attach a note:
Click on the settings button on the bottom right for a submenu, and choose Attach Note.

Attach an event or contact:
Click on the settings button on the bottom right for a submenu, and choose Attach New Event... Or Attach Existing Event.

To link to a contact, click on the settings button on the bottom right and choose Attach New Contact or Attach Existing Contact.

To see a video of linking in action, click here.
To attach a file:
Click the settings button in the bottom right and go to Attach File, then find the file you'd like to attach.




