You can create parts with different types, such as standard (in the schematic and the BOM); mechanical (not in the circuit, but in the BOM); standard (no BOM), for things like printed inductors, etc. When you create a schematic part, the properties box in the left upper corner has a select box for "Type" where you can choose this.
In multi-page designs, I sometimes have a page with just mechanical parts. I will include the correct size ESD bag, sticker, etc. as well, so the assembly facility knows exactly what to order to get the part out the door.
I don't know how you can link two parts, although if there is a way, I'd like to know. You can create and extra field (or more than one) for "accessories", or even "Accessory Description", "Accessory Part #", "Accessory URL" in your standard component template.