I would not say the characters have all that much relation. Scully is a scientist and skeptic, the (sometimes annoying but well meaning) foil to Mulder's believer. Terry is an ex-Shop agent, in all reality a murder (by her own admission pretty much), who did bad things during her time there as Andrews' partner. She is, I believe, doing what she does in this show to try and in some way make up for her past. I would also say she is far less rational than Scully, she has a bit more a "fiery" personality.
In general, Scully was a good person who got caught up in weird s***. Terry is a bad person who is trying to be a better person now, who was already involved in weird s*** for a long time (because of the Shop).
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