How do I add a bug on another backlog item or task?
You can add a new bug on another backlog item or task by opening the popup dialog for the backlog item or task, opening the "More" dropdown in the lower right corner of the dialog, and clicking "Add a bug":
This will create a new bug backlog item, placed in the backlog list that you select, and will add an "Is bug on" relationship between the bug and the backlog item or task:
For an existing bug, instead just add one or more "Is bug on" relationships to the backlog items or tasks that the bug is a bug on (or the other way):