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Different evaluation techniques were used to assess student’s programming ability in an introductory course (e.g. tests, practical exercises, final exam).

Which statistical methods could be used to find out about how each student’s performance on the evaluation techniques are related (measure linear relationship between the variables)? For example, can we discover that students performing well on a certain evaluation technique are more likely to perform well on another evaluation technique?

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As far as I understand your example you are simply looking for correlation between variables. Assuming your measurements are continuous than a pearson's correlation is what you want.

If you have multiple things you want to test for at the same time to predict a certain outcome measure than you're getting into linear regression techniques.

If you can provide a bit more information on the measurements, perhaps with a few examples, I can be more specific.

Also, what statistical software (including excel) do you have access to?

Hope that helps!

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