Sorata and Arashi's background and overall relationship in the anime is similar to that of the manga, except that everything (seeing as a very long manga series is being packed into a short anime) is very rushed. Many memorable scenes from the manga are cut out, and their relationship development takes place in around three episodes:

© Episode 6
© Episode 20
© Episose 23

Basically, the anime is fun to watch, but not nearly as good as the manga. To really get a feel of the characters and relationships it's best to read the manga first.

Episode Six of X focuses on giving background on Sorata. If you were to compare this to a manga timeframe, it would be about volume 5. In this episode, Arashi and Sorata are pretty much stalking Kamui (who is, in turn, watching Fuuma) and while doing so Sorata is getting to know Arashi in his typical fashion.
Sorata begins to reminisce about his childhood, and in doing so we get some background on him. After this, Sorata proceeds to inform Arashi of the fact that he is going to die for a woman, and that he has decided that she will be that person. Arashi, naturally, is shocked to hear this (seeing as they just met) but Sorata does not listen to her reasoning. Then (in about 45 seconds all together) Satsuki attacks via the Beast, Arashi and Sorata fight it, and Sorata get minorly injured. The audience is then granted a "touching" scene of Arashi (somewhat viciously) bandages Sorata's arm with the bow from her uniform.

Episode Twenty is the second Sorashi-centric episode in the anime. This episode basically covers volume 17 of the manga, but there are a few scenes picked up from earlier volumes. During the opening part of this episode, we get a scene of the sort of "family" that Arashi, Sorata, Yuzuriha, and Kamui have formed. The former three are cooking in the kitchen, with Sorata being very good at it and Arashi being... well just not that used to cooking ^^;;. So Sorata has to come over and help Arashi cut the onions and leaves Arashi staring at where he touched her hand.
After the title screen appears, Sorata has to go upstairs and check on Kamui to get him to come down and eat (Kamui is, as usual, feeling sorry for himself). Sorata manages to cheer him up a little, and so Kamui comes down to eat; Arashi is touched by this situation because of her own childhood experiences (see manga). During this part of the episode, we get some flashbacks on Arashi's childhood.
During this episode Arashi begins to really react to Sorata's flirting (blushing, etc) and Yuzuriha catches onto this. While the two are talking, Fuuma shows up and fights them. Yuzuriha gets knocked down, and it's pretty much left to Arashi. When Fuuma goes to drop a bridge on her, however, a spell that Sorata casts protects her. During this process Sorata gets seriously injured, and Arashi is in tears over this. She watches over his hopsital bed until he wakes up, and ends up confessing and then the two consumate their relationship. ^_^
At the end of the episode, Sorata wakes up alone and Arashi is shown walking into the government building where the Chi no Ryu are.

Episode Twenty-Three is really sad ;_;. I definatly recommend finding some way to see this episode. Basically, when Arashi (having switched to Chi no Ryu) shows up during a fight involving Nataku and Yuzuriha. She runs off and Sorata chases after her, asking what was wrong, and Arashi gives him the cold shoulder and leaves. Sorata spends a while angsting over this, and begins to catch onto Arashi's reasoning in doing this. Sorata goes running off to find Kamui since he thinks Arashi will fight him (bingo) and catches them fighting while Fuuma watches.
Sorata tries to stop Arashi, and Arashi is forced to fight him. However, at the last minute neither can go through with it. Fuuma get very pissed off about this and grabs Arashi. As he goes to stab her she flinches and closes her eyes... and Sorata steps in the way. Sorata manages to beat up Fuuma so that he's no longer pretty, and Fuuma leaves.
Meanwhile, Sorata is left dying and Arashi is in tears. There's a whole touching last moments scene (Sorata tells Arashi that she needs to keep living) and then he dies. *Really* moving episode, totally recommended.