United (and related) we stand, divided we fall.
In a real-world context, everything is connected; for example, a car has an owner, a book has an author (or maybe more than one), or an e-commerce order is related to one or more products that a customer (another relation!) has ordered.
Everything, actually, is related!
There are no differences in the application development world; usually, you create software to solve a real-world problem. The real world is made from related things, so you will probably have to define many relationships between your entities.
However, let's be clear: I am not saying anything new. Just go to Wikipedia and search for
Usually, in your school books, ...