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When items are added to a review object to be reviewed, the only way you can tell that they are under review is by looking at the Review object itself. If you go to for instance a WTDocument that is being reviewed, there is no way from the document to see it is being reviewed. It would be really nice to have the routing history portion of the object(s) under review populate from the Review object.
Looks like they added this in Windchill 12 in Associated Changes table. See Jeff Zemsky's comment on this thread.
That is correct. In prior releases the relationship is there - just not shown in a table. A query builder report can be used to expose that information from the Review subject if needed.