How do I link conversations such as calls, texts or emails made as an output of a workitem together, so that I can understand those relationships?

Currently, no direct relationships are defined for workitems and other conversations, although this association is planned for a future release. As an interim solution, you can leave some attributes open, where you write the conversationIDs into the workitems when each interaction completes, or via a post-processing action. Process Automation triggers and workflows are important here.