Associations and Relationships are different conceptual terms in Power-designer.
An Association is a relation between two or more entities.
An Association can have attributes.
A Relationship is a relation between two entities.
A Relationship has no attributes.
Association is more general form of Relationship.
For example:
Consider designing of a many to many relation between CustomerEntity and CreditGroupEntity
Designing the relation with Relationship will create a third table just contaning CustomerEntity primary-key and CreditGroupEntity primary-key.
Designing the relation with Association and adding a assign-date attribute to the association will create a third table contaning CustomerEntity primary-key, CreditGroupEntity primary-key and assign-date fields.
The sample you have used contains 0-n cardinal with no attributes on association, so the difference can't be seen.
Generally Association is used when the relation itself is an entity having attributes.
A relation, having no attributes is implemented by Relationship.