Hi there,
I am new to K2, so I am sorry if my questions look stupid.
I also apologize for my bad english.

I am making a catalog. We have "products" and "companies". Every product is an article, every company is an article. I want to put in "products" articles the field "company", which indicates the company that sells that product and links to the company article.

I know I could set a "link" field and write the url of company article, but I don't think it's a good idea, in case url changes later.
Is there a more correct way to do that?

You could construct the link in your item.php page and add the last part of the link only in the field. The field could be a textfield and you could have only one place where you handle the whole link.

Another option is to use tags to link the products and companies which is better in my opinion in your case because someone can actually view all products of a specific company.

Thank you. In the meantime I figured out that Flexicontent allows to easily do what I need, so I decided to use that component. It has a special field called "relation" that allows you to select the article to link at. There is also a "reverse relation" field that shows all items connected through a specific relation field, so it does exactly what you suggested to do through tagging.
I am sorry that K2 doesn't have this feature, I think it would be very useful.

I'm glad you found a solution to your content relation after all.