The diagram you attached is a snapshot of SQL Server Diagram.
In Management Studio -
1. Click your database in left pane.
2. Click Database Diagrams. (A pop-up will appear for table creation- accept that)
3. Right Click Database Diagram > New Database Diagram.
A window appears about tables to be included. If relation is already there- you can see the relation. You can create relationships (Foreign keys, Primary keys etc.).