Epic Link can show in all cases, For bug/story... It should be shown only in case of Story since I can relate it to epic, I should relate Bug to Story and so on...
How can I relate each issue ( bug , story ...) to its corresponding.
As Timothy says, JIRA linking is the way.
The Epic -> to "something else" is not strictly a JIRA link, it is an "Agile link" in the sense that such relationships are only available whether Agile is installed.
Many people use agile links to relate Epic to Stories and then they use regular JIRA links to relate the rest of the issues (bugs, etc) in order to build hierarchies like this, for instance:
Epic <- Story <- Task <- Bug
thus, Stories become a subdivision of Epics.
The Links Hierachy add-on helps you to visualize those hierarchies of links, including Epics and it will also help you a lot whether the hierarchies are very large becuase you can filter by a lot of attributes, even by Sprint if you are using Scrum.
From the issue detail view on JIRA > More > Link
Choose the Link type and the linked issue on the form.
JIRA links have a direction (inward OR outward):
If the issue A links to the issue B (outward) then automatically the issue B is linked by the issues A (inward).
Issue A (bloks) -> issue B //OUTWARD
Issue B (is blocked by) <- issue A //INWARD
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