This is a phpmyadmin internal mechanism to manage relationship between tables.
This feature is actually useful for MYISAM tables which don’t support foreign keys and constraints.
By defining internal relations in phpmyadmin you link tables together which otherwise can’t be linked. These information are stored in a phpmyadmin specific table inside your MySQL server (phpmyadmin.PMA_relation).
However this is just a phpmyadmin internal definition and has no effect on mysql itself (no foreign key constraints or referential integrity are enforced).
See here for additional information.