Link incoming email to contact or lead

Link incoming email to contact or lead

Is it possible to open an email message that is received in Zoho CRM and then associate it to an another Lead, Contact, Vendor or other record?  I do see that I can add a task directly from the "Messages" view.  However, I do received emails from a contact, lead, or vendor that may be important to associate to another record.

If possible, please explain how to accomplish this task.

If this function is not available, I suggest that this be added as a feature.