To attach a Change Object to a Change Order you must first open the Change Order.  You can do this from a Traveler or from the Active Change Listbox

Opening Change Order From Traveler

With the Traveler open, click on the Change Order you would like to add the Change Object to.  This will open the actual Change Order Record.

[Alternate] Opening Change Order From Active Change Listbox.

If you are opening from a Traveler you can skip this section.

Adding the Change Object to the Change Record

With the Change Record open do the following:

1. Select the Configuration Management Tab
2. Document to Change: Work Instruction (choose the item relevant)
3. Create Event Record: Move to Active (this would be an Event created for the purpose of Changes)
4. Click the Add Icon for this to appear in the listbox

Note: Use the Object Type Toggle to cycle through the various Object types.  Document Definition, Step Definition, Part Definition, and Flow Definition.  See Screenshot.