Ah, anytime there is a relationship defined between records, the system makes it available in "Configure>Related Lists". This means, because Incident has a field called "Problem", on Problem there is also a related list available to show all incidents where the current problem is in that field. You create Relationships when you want to create more complex logic to look up records. For example, you could create a relationship (that will result in a "Related List" available to you on the form) to show you all problem tasks for the problem and apply that to incident. That would look like this:
then I can add that related list to my incident form so I can see the tasks under the "Problem":
In the case of Problem, out of box it has a many-to-one relationship with Change. (A change can be for many problems, but a problem can only have one change). It sounds like your developer created a relationship between Problem Task (child of problem) and Change. If that's the case, then you'll have to figure out how they defined that relationship so you can write a script like above. However, if he created the relationship between Problem and Change, then the related list is created automatically and you should be able to find it as "Change Requests" (not the parent one) when you select Configure > Related Lists on the Problem form.
