Associations enable you to express relationships between different Models. Let's say we're writing an ecommerce system where Users can make Orders - there's a relationship between these Models that we can express like this:
Ext.regModel('User', {
fields: ['id', 'name', 'email'],
hasMany: {model: 'Order', name: 'orders'}
});
Ext.regModel('Order', {
fields: ['id', 'user_id', 'status', 'price'],
belongsTo: 'User'
});
We've set up two models - User and Order - and told them about each other. You can set up as many associations on each Model as you need using the two default types - hasMany and belongsTo. There's much more detail on the usage of each of those inside their documentation pages. If you're not familiar with Models already, there is plenty on those too.
Further Reading