You can "relate a comment to another comment" by the judicious use of minimal quoting or using a clear referent to provide context. For example, the previous sentence includes six quoted words; I think it's pretty obvious what this answer is referring to, even without broader context.
You have 600 characters for a comment. You can spend a few of them on a link, if you truly feel it's necessary. Links for each comment can be copied to your clipboard by right-clicking the timestamp next to the relevant comment, and pasting that into yours.
Comments Shouldn't Be Conversations
If there are so many comments that it's not clear who or what you're commenting about, then:
- You need to write targeted comments that provide context.
- You are abusing comments, and should probably ask a question, post an answer, or move it over to chat.
- Someone should probably flag the thread for moderator attention.
The only notable exception is meta, where ridiculously long comment threads are generally tolerated. See Revisiting the rep cap (yes, again) for an example of long (but tolerated) comment threads that would be off-topic or noise on Stack Overflow proper.