It all depends on what type of relationships you want between your entities (one-to-one, one-to-many, many-to-many); but, yes, you should declare foreign key properties. Check out this site for some examples.
Here's a one-to-many for your two classes:
public class IRelateToAnotherClass
{
public int Id { get; set; } // primary key
public virtual ICollection<IGetRelatedToByAnotherClass> IGetRelatedToByAnotherClasses { get; set; }
}
public class IGetRelatedToByAnotherClass
{
public int Id { get; set; } // primary key
public int IRelateToAnotherClassId { get; set; } // foreign key
public virtual IRelateToAnotherClass IRelateToAnotherClass { get; set; }
}
and with some Fluent API mapping:
modelBuilder.Entity<IGetRelatedToByAnotherClass>.HasRequired<IRelateToAnotherClass>(p => p.IRelateToAnotherClass).WithMany(p => p.IGetRelatedToByAnotherClasses).HasForeignKey(p => p.Id);