I just put together the front steering linkage and the question is how tight do  I screw the tie rods on to the steering relay rod. Do I put the bolt on just enoughs to get the cotter pin in or do I tight it down all the way? There seems to be to much play.

Any bolt/ball joint that uses a castellated nut w/cotter pin should be tightened down tight to specs, and then backed off, if needed, to line up the hole for the cotter pin.
There are the outer tie rods ends that fit into the spindle, by the tire, and inner tie rods, that fit into the steering link, sometimes referred to as a drag link, or relay. Either end of the tie rod should be bolted up to where there is no play between the link, and the tie rod end joint. I don't have the torque specs sitting here, but I can drag my lazy self in the other room and dig them up...stay tuned...