Juan Carlos,

Persistent Relations are created from a Primary index to another index, temporal relations are form an Expression to an index, and Joins are form an expression to an expression. To understand this look at the SET RELATION command's syntax,

SET RELATION TO < Expression > INTO < Alias >

The target Alias must be indexed on the expression.

There is no way to Visually set up a relation in a DE that is using a coumpound expression. You need to do that programmatically.