There are 2 ways that I know of. The first one is to use a container. The second one is to use the UID of an object and link it to an other with an instance variable. See the attached example.
[attachment=0:32c8h6bp][/attachment:32c8h6bp]
-EDIT- Unless you mean associate within Spriter, in which case I don't know, I haven't used Spriter enough yet, I am wating for v.1 to come out first.