The Milestone "Detailed View" can be accessed by selecting its button in the top right of the Roadmap screen.
The Detailed View presents a cross-section of your project's milestones with task lists. If you create task in the Detailed View, that task is tying to that milestone by default. This is an excellent way to create tasks that are tied to milestones!
When you go back to your taskboard, you'll see that these tasks are created and tied to their respective milestones!