This video walks you through how to set up new related lists in Zoho CRM. It’s based on a one to many scenario. If you want to set up a many to many relationship, you’ll need to add a linker module. See http://www.nuanced.it/2016/09/linker-modules-in-zoho-crm-for-many-to.html for details on that.
If you need help with this or anything related to Zoho CRM, feel free to drop me a line at firstname.lastname@example.org