Before you can start assigning line managers to employees you will need to give them line managers permissions.
1) Click employees> list> click the blue arrow to go into the line managers profile.
2)Click the more tab> permissions.
3) Mark yes is a line manager> update employee
4) You can then start assigning this line manager to your employees.
From your employee list you can clearly see who you have set up as a line manager.
5) Alternatively you can run an employee export.(under the reports tab) This will pull off a list of your employees and who their line manager/ holiday approver is.