Fede,
Creating a new MedicationStatement won't associate it to an existing statement/order. That would be done by updating the existing statement. However, we do not allow updates to statements that are associated to actual prescriptions right now. This starts to get into compliance, which isn't supported well via FHIR's MedicationStatement resource.
I've logged an issue to get the documentation for create and update clarified that it's intended use is to update statements about home or historical medications rather than prescription/orders.
~ Jenni