You will need the EntityRelationshipImportTemplate.xls file to import relationships between entities and entity collections.
To import relationships:
Go to Entities > Entities and click an entity to open. Or, go to Entities > Entity Collections and click an entity collection to open.
Click the Relationships tab, then click Import Relationship.
Click Browse and select the EntityRelationshipImportTemplate.xls file.
Click Open, then click OK.