When you are creating a new incident or just modifying an existing one, you can add a work order by clicking on the 'More Action' button and choose 'Add Work Order' from the menu. Under General data, right above Description box a new field 'Work Orders' will appear. Click on the search icon beside the box and then, in the dialog window, choose the work order you want to add by clicking on the green + icon.

Don't forget to Save your changes.