Wonder where you got this screenshot from because this setup has never been possible in Mendix. What is the setup you are looking for? If multiple file documents belong to one policy than you should draw a reference from PolicyDoc to Policy (so multiple PolicyDocs belong to one Policy. Otherwise use the multiple to multiple which means that a PolicyDoc can belong to multiple different Policies and a Policy can have mulitple PolicyDoc.
Hope this helps.
Regards,
Ronald