Excel 2013 added the Data Model to Excel.
The Relationships option (Data ribbon) is part of that model. It allows you to create relationships between tables so that you can use a PivotTable to report on multiple tables.
You have to have used the formatted table option to use Relationships.
See my December 2016 INTHEBLACK article for an example.
The keyboard shortcut to create or edit, a Relationship is easy to remember – it is
Alt a a
Pressed in sequence, not held down.