If you have already created a task and want to link it to a Contact, the way to do this is as follows,
Click on 'Tasks', which can be found on the sidebar menu to the left of your screen. You will see your list of Tasks here.
Click on 'Edit this Task' button (pencil icon), then all you have to do is to search for the Contact Name within the Task name window by using the @ symbol after the name of your task, and then click to select your contact:
All you have to do now is press 'Apply Changes'
The same process of searching for a contact by using the @ symbol in the Task name applies when you are creating a new Task.