You would create the problem seperate from the Incident but attached the Problem to the Incident by using an action called "Add Problem".
You add this into your Incident problem, either with a manual action or an option action. You also need to add in the action "Add Incident" in your Problem Process as an optional action from your Open status to make this work.
Thanks for that, when you add a problem what happens to the sla of the incident?
SLA's are working depending on how the Escalations are set up and how the Process is build.
If you for example want the SLA to stop when a problem has been added to the Incident, you will need to add in the "Add Problem" as a manual action, followed by an automatic stop action and then a seperate status.
This all depends on what you want to happen with the Incident once you have added on your Problem to it.
You can also have the SLA to not react at all to the Problem being added.