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How can I establish a bond between a teacher and a student? My main character is being forced to betray another character, who is their combat instructor. I need to form a bond, so when the instructor finds out, it is more emotional.

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Show; Don't Tell

You will need to build the relationship in front of the reader for it to have a real value. That probably means the friendship is not always easy, not always direct.

The student has probably been vulnerable to the mentor, more than just physically. Assuming the student is a typical angsty protagonist, he has messed up, become emotional, revealed a little too much, and (foreshadowing) has been in the wrong.

Allow the protagonist to mess up, in a relatable way, and feel the humiliation while the older teacher handles it constructively (even generously). When protag comes around, the friendship will have survived a personal conflict together.

Payoff the conflict resolution with a character reward. The protagonist grows from this. It's valuable to him, and the reader is invested.

Raise the stakes

Before the betrayal, introduce a symbolic goal for the protagonist and mentor. Something tangible they share, and are actively working towards accomplishing together.

This tangible goal is irredeemably lost as a direct consequence of this betrayal. The loss of this secondary thing can be a convenient symbol and proxy for the emotions of the actual betrayal.

Something appropriate to the story and characters: the only path for redemption or some other promising elevation of status, a fragile pet or sacrificial lamb, a long-term desire that is cut-off or destroyed as a direct result of the action.

Groom the reader for the pay-off

The mentor should have some role in his own downfall. He would not have been deceived earlier when their was friction and the student was raw, but by degrees he has become confidant, comfortable, trusting.

There's likely not a single vulnerability, but several that need to occur. Each of these should have a set-up, so the reader can understand what decisions lead to the mentor dropping his guard.

Whether it's a surprise or you are building suspense, it will need to make sense in hindsight. The student is coerced, but he takes advantage of the trust he's earned through all the Show; Don't Tell bonding.

Any necessary threads for the betrayal to work can be woven into the earlier bonding conflict. It should feel like a big pay-off for all that set-up, as the protagonist undoes everything he's been working towards.

Likewise, the teacher's hard-earned bond is erased with the moral insult of having lost the student, too. If the bond-building was successful, the emotions should be complicated.

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