For starters, try to express your love towards them. You should keep reminding them how much you love them and how much you care about them. This is absolutely vital, as they will not know until and unless you show and express how much you love them. Therefore, try to be more expressive with your emotions.
You have to take care of them. This is integral because once you start caring about others, they will also start caring about you. Moreover, since they are your loved ones and the closest to you, you should be taking care of them in all the difficult situations.
Time is the most precious asset in human life. Once the time is gone, it never comes back. Therefore, try to give your loved ones a little time from your life, so they know that you are willing to spend some time with them, even the time in which you can do something even more productive.
Be polite with your loved ones. It is not nice to use harsh words. Once you are polite to them, they will be polite towards you. You have to maintain a relationship with them, and in order to make a strong relationship, politeness is extremely important.
Respect is probably the most important element in terms of relationship building. You should know that once you give respect to others, you are basically piling up a little respect for yourself as well. The others will start respecting you and you will have a strong relationship with your loved ones.
There are times when your loved ones are stuck in some problems, and then is the time when you should act and be kind enough to help them in solving their problems.