I figure everyone Azazel made a deal with is a potential vessel--the whole point, after all, was to produce someone capable of both killing Lilith and becoming Lucifer's vessel, and he liked Mary and Sam best of the lot because they're capable of holding stronger angels than any of the rest of them. So I figure Nick isn't necessarily related to the Winchesters or to anyone else Azazel made a deal with, except as far as everyone who's a potential vessel is probably related somehow to everyone else who's a potential vessel. (And the most recent common ancestor of all potential vessels seems to be somebody born in Europe. I'm otherwise at a loss for why all the vessels we've seen are white except for the two black guys when something like half the world's population is Asian.) But he could easily be a cousin in some degree to the Winchesters.