What does it mean when the company asks me where the social security relationship is?

When you leave the company, your social security relationship has been separated from the company, and the general social security agency will seal up the account. If you find a new unit, you can move, and the personnel of the unit will issue a certificate and go to the social security agency to handle the insurance transfer form. If you haven't found a new job and want to pay insurance every month, you can go to social security to pay for flexible employees. If it is a foreign household registration, if you want to transfer the insurance relationship back to the household registration, you must first apply for the insurance transfer form, and then find the social security agency where the household registration is located to issue an acceptance form. The specific situation varies from place to place, so you can consult the local social security agency.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.