Having the connections is nice, but it means very little if we can’t “see” them. This article explains where the connections between orders can be visualized.
On the edit order screen
If the user you’re logged in as has the required capabilities, the Linked Orders meta box will be present on the edit order screen. Assuming a parent order #63 and a child order #123, the linking will present itself as follows:
Parent order meta box content 
Child order meta box content
On the orders list table
The links are also visible on the admin orders list table in a dedicated column called Depth. The content of this column will classify each order as a root order or a child order (including its depth). It should look like the last column in the following image:
You can hide the column using the Screen Options button in the top-right corner of the screen.