On your first question, make sure the cousins are entered into their correct family group, attached to their mother and father. Then enter a relationship between them showing them as spouses/parents, and add their child.
You can select the type of relationship (friend, partner, married etc) but FTM calls a relationship between man and women that create a child as a spouse, married or not.
To connect persons to others already in your database, you use menu Person>Attach/detach Person and select the correct attachment.
If you already have a person in your index, never add them again. Make the person your focus person and then attach them where they belong.