Di Rails 4.x bisa dengan References
rails g migration AddLinkRefToArticles link:references
File migrasi yang terjadi
class AddLinkRefToArticles < ActiveRecord::Migration
def change
add_reference :articles, :link, index: true
add_foreign_key :articles, :links
end
end
Jika benar, di schema.rb bertambah field dan index
t.integer "link_id"
add_index "articles", ["link_id"], name: "index_articles_on_link_id"
Jangan lupa nambah relasi di model.
MISC Links
https://stackoverflow.com/questions/16257116/adding-foreign-key-to-a-rails-model