Do you mean tying a brush to an entity? That term confused me too when I first started. Create the brush, then click "To Entity" on the lower right toolbar. The brush is now a func_detail. You can then change the class using the drop down menu in the window that pops up.
Example of "Tying" a brush to a trigger:
Make a brush with the block tool textured with the trigger texture.
With it selected, click "To Entity." (I think Ctrl+T also works, but I don't remember).
Change he class name from func_detail to trigger_multiple.
Edit: Correct key combination