It's been some time since I worked with that area but I seem to recall that the purchase.order.line model has a field sale_line_id. If you add that field into your purchase order form, it should do the trick and link the purchase order to the sale order you set manually.

I guess you are using Make To Order process, since PO is automatic linked to Sales order.  If a purchase order is created without the trigger from MTO, it is only possible to enter the sales order as information in the purchase order.

The field Source Document is a Text field, without any relations.  With Studio app it is possible to create a Many to one field with relation to a sales order. Enter in the sales order manually in that field.  And the same can be done on the sales order, for information of what purchase order is created. And you will have to update it manually.

But this will only be for information.  Since the Make to Order link is not there.