Ok saya menemukan cara melakukannya. Dokumen sangat membingungkan.
var clientID = req.user.client_id;
return Rule.create(req.body)
.then(function(newRule){
var ruleToAdd = newRule;
return Client.findOne({ where: { id: clientID } })
.then(function(client){
return client.addRule(ruleToAdd)
.then(function(ans){
return ruleToAdd;
})
})