How do I include linked data to a Page in Page manager? Given two pieces of data, for example two entities, two nodes; when viewing one of them, how do I pull in data for the other one into Page manager/Panels?
In the image below, one can see the Context settings for a particular Page variant. Under Contexts, one can also see Relationships.

Relationships are what one uses to tell Page manager to pull in more, related, data, based on the arguments that the page is built around.

With two nodes related to each other with a reference field, and the base node being supplied through the URI on node/%nid, we can add Node from reference as seen in the screenshot below.

Further content types (and other options) will now be available in Panels for display.