Hello,
In MTO scenario you can see the sales order linked to the production order, as I had explained earlier.
If you scenario is MTS, then you cannot establish a link between sales order and production order.
Please see below screenshots,
CO03: Assignment Tab:
COOIS: Change Layout -> Here you can add columns for sales order and sales order item
I hope this helps you 
Please clarify your scenario if it is MTS or MTO, it seems like MTS to me, and in MTS I am sorry but the links you are looking for cannot be established.
Best Regards,
Ameya B.