...
Open the selection box on the header and select the required option.
Click Link.
...
Link: You can link test cases to the test cycle. Select the test cases that you want to link with the test cycle and click on the Link button. Once the test cases are linked, the Link Test Cases screen still remains open to let you link other test cases.
Link & Close: You can link the test cases and close the pop-up. Select the test cases that you want to link with the test cycle and click on the Link & Close button.
You can see the test case(s) are linked to the test cycle.
...