The relationship is established not between specific columns, but between whole pod items with all columns. You are able to get an image from a related pod just by $podname->get_field('relcolumnname.imagecolumn'). So what you need is one pod with file column for images (episode) and another pod with relationship column (artist). If you need bi-directional relationship for any purpose, you'll need to have relationship columns in both pods pointing to each other.