1. click New under Custom Fields from the detail page of your custom metadata type.
2. Select Metadata Relationship for the field type.
3. Select what you want to relate the active custom metadata type to.Another custom metadata typeEntity Definition—A standard or custom objectField Definition—A standard or custom field from the entity definition object
4. Another custom metadata type
5. Entity Definition — A standard or custom object
6. Field Definition — A standard or custom field from the entity definition object