It depends—If you are using central CR server mode, then the task association has to go through the Change api, and this will require that you transition to the CR to a state that permits task association.
If you are NOT using central CR server mode, AND you are in the database in which that specific change request is controlled, then in the role of ccm_admin you could use the ccm relate command to create the associated_task relationship from the change request to the task.
Note that ccm relate is a low-level command that knows nothing about the semantics of any relationship. However, since this is bypassing Change, there will be nothing in the transition log for the change request to record that association. This is not the typical usage pattern. The normal usage would be to transition the CR back to a state that permits task association, then associate with the required task(s), then transition to the original state. In this way, you get a full audit trail of the changes in the change request's transition log.
Regards,
David.