If an appointment is created from within another record, the two are automatically linked. Some records can, however, also be linked up at a later stage.
Click on Link to record in the toolbar, then search for and select an Event.
You can also link the appointment to a Project.
On the General tab of the appointment, you can enter an Account which will serve as address for this appointment
In the General Info Centre calendar, right-clicking the Appointment will give you options to open both the linked Event as well as the linked Account directly.