Yes you can. For example, you can create a Task from a Request and then create them as Related items on both Task and Request. If you take a look at the Apps Marketplace, you will find that we have a packaged workflow that Creates Task from a Request. You can take it one step further by creating a Custom workflow to create a Related link between them. This would require a more complex Custom Workflow Rule.
For further clarification, we suggest you register for one of our daily Q&A webinars (see the link-> http://www.clarizen.com/resources/online-demo.html#second ).These are great resources for free consulting with our Customer Success Managers and visual answers to your questions. One of our experts will be able to explain it in detail in a much faster manner.