In answer to your question, Childe Harold's Pilgrimage is a novel that was written by Lord Byron.
So the immediately clear relationship is that Lord Byron invented the character Childe Harold. With that being said, it is necessary to note that certain aspects of Childe Harold's character are autobiographical, which means they are loosely based on Lord Byron himself. It is said that Byron actually hesitated with the novel due to the fact that certain elements of it revealed a lot more about himself than he had initially anticipated.
A lot of the story is based on Byron's personal experiences whilst traveling through the Mediterranean, Portugal and the Aegean Sea. Whilst Byron was writing the novel, he spent a lot of time living vicariously through Childe Harold and thus this caused him to regret a lot of his early years and pushed him towards pilgrimage.
Through this we can learn that Child Harold is in essence a loosely redesigned version of Lord Byron himself.
I hope this helps.