Recursive relationships are created by foreign keys that refer to the same table. The simplest example of such a relationship is the employee table, where each of them has a supervisor, also an employee of the company. The creation of such a relationship is the same as the normal one, with the difference that the parent and child tables are the same table. 
In the relationship edit window, you can see the same table as parent and child. 
Recursive relation in the diagram: 