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for example in the Morphology article of wikipedia

In linguistics, morphology (/mɔːrˈfɒlədʒi/) is the study of words, how they are formed, and their relationship to other words in the same language

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No, not in general. "Relationship" could also mean, e.g., "semantic relationship", "phonological relationship", "genealogical relationship", ...
Depends on context, usually it is clear from the scope of the article what kind of relationship is meant, but there certainly are many more kinds of relationships in linguistics apart from "grammatical" (which is already a very broad term).
In the particular example, the given wording is rather vague, but it most probably does refer to some kind of grammatical (morpho-syntactic) relationship.

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