After you are done creating the family and click the check mark the next screen where you see the picture of the family there is a button that says edit relationship click that. It will show you icons of the sims drag them over each other and than select how they are related.
You can check relationships with other sims by hovering over the sim's portrait in the friend's category. Example: Bob is married to Sue. To check this, select Bob and go to the friend's section in the menu with your inventory and needs. Hover over Sue's portrait to see her known traits, likes, and relationship.
Looked it up, apparently, you have to restart your family to edit relationships :/. Any chance you use mods? AwesomeMods or nraas can help you edit family relationships.
Here's the link to nraas: http://nraas.wikispaces.com/MasterController
