You can just create new objects and set the association from one side. The framework will assure that the other side will be correctly set.
Let's consider an example:
We have a User object and an Account object with a reference set to both in between.
If you create a user object and use a reference selector (rendered as popup / form) in the dataview showing the user, you can create a new Account object in the reference selector popup.
Once you save / commit the user object the reference is automatically set from the Account side.