This is done from the assembly (not from the part as in Solid Works).
Place your part and define its mating conditions.
Then select the 'Capture Fit' icon.
You will then get a dialog listing the relationships you have defined.
You can remove any of them from the list if you want to.
There is also a check-box on there that should be 'ticked' if you want to save the relationships to the part file.
(Un-ticked, the relationships will only remain for the current Solid Edge session - and will overide any previously defind by capture fit)
When you OK the dialog, the realationships will be saved to the part file and will automatically be available whenever the part is placed in an assembly.
Please note that in Solid Edge a MATE is a particular type of relationship (Face-to-Face) not a generic term as used in Solid Works.
bc.
2.4GHz Core2 Quad, 4GB RAM,
Quadro FX4600.
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