How to create link types when no options available

I’m trying to link a client and his manager so they get the same campaign e mails, but when I try to link them, the ‘type of link’ box, shows ‘no options’.
What do I do please?

There should be a ‘create type’ option right next to the link dropdown. Create the type of link you want (co-worker, etc).

Please note, linking the contacts will not send them the same emails in the campaigns - you need to add each of them individually to your campaign.