From the child/dependent plan, open the contextual menu.  Select Dependencies.  

If any other dependencies exist for this plan, they will show.  Click the Add Dependency button to create a new depency/link between plans.

• The current plan name shows.
• Select the Depends On plan.
• Select Link Type.  Options include: Finish-to-Start, Start-to-Start, Finish-to-Finish, and Start-to-Finish.
• Click the Add button to see it listed.  You may add additional dependencies as needed.  

Show the Gantt.  The plans' gantt bars will have a line with an arrow to signify which plan is dependent on which, and the link type.