Links between workitems can be visualized in the piplanning app. During the session creation or while editing a existing session in the cockpit you can map the links of the app to the links in ADO.
To get an idea on how the links look like in the app, check out this page: Links
How to interpret From and To (direction of links)
A practical example: If you want to set the Parent link between Feature and User Story, you would configure it like that:
To define Predecessor between two User Stories (will be visualized in the app like FromSticky→ToSticky):
Restrictions in combination with ADO