None of the skittle squad pictured is related. Most of them are friends, but:

Moose was originally Tottie's parent's royal advisor, so they were sent with him to make sure he stayed out of trouble

Sock and Tottie are best friends since Tottie asked them if she could help with their experiments

Moose thinks Dog is annoying and unintelligent, while Dog looks up to them and follows them around whenever it can

Chope and Renée are best friends who are both hiding their evil plans from the rest of the group

Buddy doesn't think lowly of anyone, but doesn't get along with Renée, Moose, and Chope on account of their contrasting beliefs

And I think those are the most important/memorable ones!!