The relationship is pretty simple. Trump ran as a Republican. De facto, the NRA supports Republicans nationally. (This is because the Democrats demonstrated they could not be trusted, as a whole, but individuals are evaluated as individuals when running for office). The NRA spent a lot of money on this election in particular because there was an open Supreme Court seat at stake, and it was previously held by a very pro-gun Justice. Of course the stakes were high.
But the implication here is insane.
Emphasis mine. This is just an attempt to smear Trump by association with the NRA by association with a single Russian possible agent.
So, an entirely trivial amount of money, no accusations of wrongdoing on the part of the NRA, no crime for Mueller to investigate, and yet he has a budget of millions to spend -- and will force his targets to spend even more defending themselves from baseless political charges.