I am still learning. I understand that you mean relations like hasMany, hasManyToMany belongsTo, (virtual foreign keys), cascade removal, much more.
I think it is good to read at least all about Models (it's long but it pays off to read it), and also about phql. The relationships appear there from time to time.
https://docs.phalcon.io/en/latest/reference/models.html#relationships-between-models
https://docs.phalcon.io/en/latest/reference/phql.html
Hope it will help you.
F.e. You can get the results quite automatically expressed in models when you select all columns from a model when this model is connected to another second model (hasMany or belongsTo if i am right) and if additionallyh that model is connected to another - the third one and using hasMany or hasMany to many allows you to get the information somehow connected to your model.
Whenever you use not all columns to be selected not full Model is returned (you cannot save it using ->save() for example) but a collection of objects.