I generally add foreign keys using the sql statements, however some times I use the "Relational View" interface to add a foreign key relation - in a database with hundreds of tables, it is a real pain to scroll through all the relations and then identify the one which is required ( though thy are in alphabetical order, if there are lots of tables then it becomes difficult)
Suggestion - Instead of showing all the foreign key relations in one drop down, it would be nice to break it down into two drop downs (1. drop down that lists all the tables and 2. When a table is selected, it lists all the columns in the table)
Advantages
1. Makes it easy to select the right table and the required column - user friendly
2. Avoids setting up the wrong keys ( i myself have associated wrong keys many times due to similar table names and column names)
Thanks for the suggestion. Should be resolved by https://github.com/phpmyadmin/phpmyadmin/pull/438