Re: When change category is Urgent Change,The Change must related a Incident which cause this change
1) You must create the change from an incident, using sd_dataform, in which you pass the change category as a parameter. You'll need to create a UI rule to do this, perhaps triggered by a button on the form.
2) Limit the ability to manually select the category Urgent Change. You should be able to do this if you are on SP 17 or later. (I wonder if you can simply block the category, and still use it via sd_dataform?).
I do not think you can enforce this business rule by testing for the existence of a relation between a change and an incident, unless you develop the logic in an external program using the Web API.